0001752724-23-125933.txt : 20230530
0001752724-23-125933.hdr.sgml : 20230530
20230530135516
ACCESSION NUMBER: 0001752724-23-125933
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230530
DATE AS OF CHANGE: 20230530
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 23974773
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043991
Guggenheim Total Return Bond Fund
C000136527
A-Class
GIBAX
C000136528
C-Class
GIBCX
C000136529
Institutional Class
GIBIX
C000152106
R6
GIBRX
C000155971
P
GIBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043991
C000152106
C000136528
C000136529
C000155971
C000136527
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Total Return Bond Fund
S000043991
549300FZ18ZR1YQ4EB78
2023-09-30
2023-03-31
N
21988839999.27
2283521468.74
19705318530.53
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
69353014.14000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
33400000.00000000
PA
USD
25928997.15000000
0.131583750396
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD6N4
5596699.44400000
PA
USD
4388235.14000000
0.022269293100
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.51000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAE6
44000000.00000000
PA
USD
41385106.40000000
0.210019981843
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
6.58400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
16536210.36760000
PA
USD
3256426.30000000
0.016525621217
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.28500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
34150000.00000000
PA
USD
33484781.91000000
0.169927635821
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
6.21500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
6650000.00000000
PA
USD
6438455.52000000
0.032673694211
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.79800000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
40537000.00000000
PA
USD
31990584.29000000
0.162344923480
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
4638984.96410000
PA
USD
4591760.10000000
0.023302135882
Long
LON
CORP
US
N
2
2027-06-17
Variable
9.66000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
62943266.66520000
PA
USD
59265510.48000000
0.300758956969
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
3700000.00000000
PA
USD
203696.10000000
0.001033711277
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
3409580.78160000
PA
USD
2036815.37000000
0.010336373740
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.09500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418CV27
118651.12480000
PA
USD
111836.19000000
0.000567543172
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
314740.78640000
PA
USD
314514.83000000
0.001596091073
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
5.75800000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
101489.99000000
NS
USD
18268.20000000
0.000092706951
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
101489.99000000
11.50000000
USD
2026-08-01
XXXX
-215565.99000000
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
30100000.00000000
PA
USD
25501928.82000000
0.129416475965
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
800000.00000000
PA
USD
789062.89000000
0.004004314311
Long
DBT
CORP
AU
N
2
2030-01-15
Variable
5.03300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
28908000.00000000
PA
USD
26854432.34000000
0.136280123045
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
347000.00000000
PA
USD
292889.69000000
0.001486348416
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
1670000.00000000
PA
USD
1286299.32000000
0.006527675855
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
22700000.00000000
PA
USD
17249486.66000000
0.087537213028
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
3871855.91040000
PA
4201908.20000000
0.021323726350
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61766CAL3
275000.00000000
PA
USD
244628.51000000
0.001241433928
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
4.59500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
30750000.00000000
PA
USD
30116165.63000000
0.152832676027
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
6.29200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
11327401.54600000
PA
USD
8803487.70000000
0.044675693449
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBNF6
8638000.00000000
PA
USD
5882917.42000000
0.029854464980
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.17000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
1786175.01000000
NS
USD
33740845.94000000
0.171227102407
Long
EP
CORP
US
N
2
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
1200000.00000000
PA
USD
1024535.30000000
0.005199283119
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
52053757.36140000
PA
USD
48369231.05000000
0.245462822511
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.03500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
130368.90650000
PA
USD
119489.45000000
0.000606381722
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
6175000.00000000
PA
USD
4263407.91000000
0.021635823361
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAC0
6111963.83100000
PA
USD
4947265.56000000
0.025106245059
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.02500000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
541225.00000000
NS
USD
9309070.00000000
0.047241408382
Long
EP
CORP
US
N
2
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
100000000.00000000
PA
USD
99024830.00000000
0.502528440971
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.64200000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBJ0
6100000.00000000
PA
USD
5200250.00000000
0.026390083428
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AJ8
6849515.90000000
PA
USD
6616417.28000000
0.033576809579
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.94200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQ75
982415.62000000
PA
USD
717547.31000000
0.003641389043
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.64500000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
1750000.00000000
PA
USD
2033987.20000000
0.010322021422
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAE0
2964540.63820000
PA
USD
1109159.16000000
0.005628729920
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.14500000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
3183975.04560000
PA
USD
2764600.00000000
0.014029714849
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
313636364.00000000
PA
USD
153681.82000000
0.000779900206
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
9500000.00000000
PA
USD
9017527.30000000
0.045761895632
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.64200000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
39920000.00000000
PA
USD
27518083.14000000
0.139647999586
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
5925000.00000000
PA
USD
5045440.62000000
0.025604461111
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AC9
2628010.27520000
PA
USD
2450341.28000000
0.012434923476
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AU2
1000000.00000000
PA
USD
990881.61000000
0.005028498313
Long
DBT
CORP
CH
N
2
2027-01-12
Variable
5.71100000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAD3
57200000.00000000
PA
USD
44750420.00000000
0.227098181288
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAC2
1600000.00000000
PA
USD
1554497.68000000
0.007888721400
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAL9
2300000.00000000
PA
USD
2171249.68000000
0.011018597221
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
7.29200000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
300000.00000000
PA
USD
281250.00000000
0.001427279643
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645MAE2
10804340.09030000
PA
USD
3439961.43000000
0.017457020167
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.99500000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
5617000.00000000
PA
USD
4820172.38000000
0.024461276139
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
1715593.84480000
PA
USD
1675774.91000000
0.008504175699
Long
LON
CORP
US
N
2
2027-08-02
Variable
6.41000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAD9
5050000.00000000
PA
USD
4047112.93000000
0.020538175638
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQK6
1900000.00000000
PA
USD
1210476.36000000
0.006142891616
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENJN1
180000.00000000
PA
USD
131445.18000000
0.000667054327
Long
DBT
USGSE
US
N
2
2041-12-30
Fixed
2.59000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAC0
3200000.00000000
PA
USD
3114981.76000000
0.015807822416
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
6.15600000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
13015000.00000000
PA
USD
11724978.58000000
0.059501593754
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
44906190.00000000
PA
USD
44306104.09000000
0.224843379320
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.09200000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
18757000.00000000
PA
USD
15039156.27000000
0.076320290112
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
76232580.96980000
PA
USD
1319616.47000000
0.006696752797
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.89800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
218440803.41680000
PA
USD
6814413.77000000
0.034581596635
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.62300000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAF6
1851188.61800000
PA
USD
1339236.48000000
0.006796319876
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.32500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
12615796.90360000
PA
USD
12195225.22000000
0.061887988266
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
45350000.00000000
PA
USD
35969504.42000000
0.182537036203
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
1360000.00000000
PA
USD
1208155.92000000
0.006131115912
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
23307568.87690000
PA
USD
18995901.71000000
0.096399871337
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
39114233.10220000
PA
USD
38327293.85000000
0.194502280136
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
7.46200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
19520000.00000000
PA
USD
16687015.36000000
0.084682799388
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442KAA9
6359981.40090000
PA
USD
2734138.83000000
0.013875131354
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.05500000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
215000.00000000
PA
USD
208866.32000000
0.001059948965
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAG4
59570993.02250000
PA
USD
2173316.62000000
0.011029086470
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.32800000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
44100000.00000000
PA
USD
35807589.91000000
0.181715356970
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
21054136.30060000
PA
USD
18065080.57000000
0.091676166218
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
13950000.00000000
PA
USD
7437582.00000000
0.037744033360
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3300000.00000000
NS
USD
2683945.34000000
0.013620410833
Long
EP
CORP
US
N
2
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAD6
27009222.05990000
PA
USD
8077126.76000000
0.040989577242
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.00500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
60342147.14720000
PA
USD
848694.20000000
0.004306929617
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.41100000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363TAD4
649949.36290000
PA
USD
538856.12000000
0.002734571984
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
4.05800000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
8498714.72890000
PA
USD
7588984.26000000
0.038512365320
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
14400000.00000000
PA
USD
11741819.47000000
0.059587057432
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBYV1
122180.26340000
PA
USD
124561.50000000
0.000632121220
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
2650000.00000000
PA
USD
2496574.75000000
0.012669547798
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
25982000.00000000
PA
USD
24340911.93000000
0.123524579885
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
6.37300000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
53085000.00000000
PA
USD
44692108.08000000
0.226802261586
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7P3
1612000.00000000
PA
USD
305885.06000000
0.001552296957
Long
DBT
USGA
US
N
2
2058-09-15
None
0.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
21047448.73540000
PA
USD
20965896.19000000
0.106397144291
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
20090459.09970000
PA
USD
17130083.74000000
0.086931270425
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
6654000.00000000
PA
USD
5849585.30000000
0.029685312069
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
14929834.89580000
PA
USD
12235599.88000000
0.062092880462
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBG3
1020000.00000000
PA
USD
146091.54000000
0.000741381266
Long
DBT
USGA
US
N
2
2064-09-15
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
16500000.00000000
PA
USD
13353246.39000000
0.067764681749
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
-692112.53000000
PA
USD
-150707.63000000
-0.00076480687
Short
DBT
CORP
US
N
3
2042-08-10
None
0.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
98500000.00000000
PA
USD
95020783.00000000
0.482208815111
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.13400000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
66052519.32430000
PA
USD
59305056.32000000
0.300959643093
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111ED1
1080000.00000000
PA
USD
1066342.53000000
0.005411445282
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
11600000.00000000
PA
11865678.64000000
0.060215614488
Long
LON
CORP
GB
N
2
2028-12-15
Variable
7.52000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
1600000.00000000
PA
USD
1208613.01000000
0.006133435539
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXY1
312254.90400000
PA
USD
301476.85000000
0.001529926296
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
SAN MATEO CA FOSTER CITY SCH D
N/A
San Mateo Foster City School District General Obligation Unlimited
799055RJ9
6125000.00000000
PA
USD
4627955.68000000
0.023485820200
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.05900000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
4025000.00000000
PA
USD
3376341.06000000
0.017134161291
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAB0
11059972.03700000
PA
USD
10375986.87000000
0.052655768309
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
10290000.00000000
PA
USD
7636875.79000000
0.038755403918
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.39900000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
18290000.00000000
PA
USD
17944736.01000000
0.091065445007
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
6.21800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
40380750.00000000
PA
USD
40027418.44000000
0.203130024911
Long
LON
CORP
US
N
2
2028-04-21
Variable
8.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LENP8
5501000.00000000
PA
USD
3834206.35000000
0.019457723274
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
3693936.89780000
PA
USD
2977740.16000000
0.015111352579
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
16988075.95000000
PA
USD
14496024.93000000
0.073564022360
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
39050000.00000000
PA
USD
29513995.08000000
0.149776797742
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
790000.00000000
PA
USD
701221.38000000
0.003558538670
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BP2
1180000.00000000
PA
USD
1341636.01000000
0.006808496944
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
13092000.00000000
PA
USD
12423371.92000000
0.063045780766
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
6.70900000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust 2023-2
03465GAA4
15760976.75860000
PA
USD
15107414.76000000
0.076666686390
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWK43
678494.87300000
PA
USD
581637.38000000
0.002951677127
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.35500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
32223681.58520000
PA
USD
30324585.36000000
0.153890358651
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.12500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
1780000.00000000
PA
USD
1524125.00000000
0.007734586972
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
17904000.00000000
PA
USD
15534329.33000000
0.078833180523
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
27004000.00000000
PA
USD
19467885.16000000
0.098795079764
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells LLC
N/A
14003288.88050000
PA
USD
13443157.33000000
0.068220959276
Long
LON
CORP
US
N
2
2028-11-10
Variable
9.66000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAA7
30247000.00000000
PA
USD
23617784.07000000
0.119854870822
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
18937000.00000000
PA
USD
16273132.21000000
0.082582436740
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
1250000.00000000
PA
USD
1076250.00000000
0.005461723434
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAA8
6968936.00810000
PA
USD
3695376.58000000
0.018753193835
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.03500000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co.
93884PDW7
1300000.00000000
PA
USD
1034661.34000000
0.005250670464
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.79600000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AL6
1660000.00000000
PA
USD
1625017.96000000
0.008246595747
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
42251826.20800000
PA
USD
1328300.24000000
0.006740820951
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.06900000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
8203000.00000000
PA
USD
7092559.89000000
0.035993124795
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
12995913.18690000
PA
USD
6808991.68000000
0.034554080764
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.96500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
8250000.00000000
PA
USD
7148212.83000000
0.036275550780
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524VAG4
1470838.52730000
PA
USD
1301659.89000000
0.006605627247
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.34500000
N
N
N
N
N
N
IQVIA INC
N/A
IQVIA, Inc.
N/A
1835451.05120000
PA
1979865.62000000
0.010047366739
Long
LON
CORP
US
N
2
2024-03-07
Variable
5.02000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
41652000.00000000
PA
USD
28595934.44000000
0.145117849253
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAJ7
2569707.03420000
PA
USD
2199932.62000000
0.011164156603
Long
ABS-MBS
USGSE
US
N
3
2052-10-25
Variable
4.31600000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
19800000.00000000
PA
USD
15707168.33000000
0.079710299052
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXU99
2323429.65200000
PA
USD
1826546.03000000
0.009269304767
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.92000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGN5
839695000.00000000
PA
USD
847862343.80000000
4.302708136822
Long
DBT
UST
US
N
2
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
5550000.00000000
PA
USD
5709836.06000000
0.028976116529
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
20495890.07740000
PA
USD
19590896.10000000
0.099419332245
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
5.47500000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO Ltd.
863162AC7
4500000.00000000
PA
USD
4410999.45000000
0.022384816785
Long
ABS-O
CORP
KY
N
2
2029-12-29
Floating
6.20800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDLZ0
1253856.90880000
PA
USD
958463.71000000
0.004863984860
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.34000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
40236696.81170000
PA
USD
37552015.88000000
0.190567921151
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St. Joseph Health Obligated Group
743820AB8
4250000.00000000
PA
USD
2582151.34000000
0.013103829486
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7Q1
1612000.00000000
PA
USD
298797.10000000
0.001516327176
Long
DBT
USGA
US
N
2
2059-03-15
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1650000.00000000
PA
USD
1479572.11000000
0.007508491211
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
18000000.00000000
PA
USD
14976551.70000000
0.076002586189
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD3D9
591759.25800000
PA
USD
467924.14000000
0.002374608353
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.56000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2800000.00000000
PA
USD
2803416.00000000
0.014226697201
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
10750000.00000000
PA
USD
10443838.93000000
0.053000102047
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.33600000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
39500000.00000000
PA
USD
38634049.40000000
0.196058994632
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
6.24500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
1350000.00000000
PA
USD
1552610.74000000
0.007879145610
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
538139.47710000
PA
USD
446653.34000000
0.002266663892
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.32500000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
21171637.70060000
PA
USD
20894439.57000000
0.106034518232
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
6.07800000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4800000.00000000
PA
USD
5103990.77000000
0.025901589776
Long
DBT
CORP
US
N
3
2026-11-20
Fixed
7.33000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
6222364.94670000
PA
USD
1554873.18000000
0.007890626977
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.07500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBL35
867940.09200000
PA
USD
624369.07000000
0.003168530714
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.34000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
2368525.00000000
NS
USD
12624238.25000000
0.064065131606
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
25121000.00000000
PA
USD
19631862.79000000
0.099627228859
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
27838188.88380000
PA
USD
25332751.88000000
0.128557941556
Long
LON
CORP
US
N
3
2028-04-13
Variable
8.96000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
2500000.00000000
PA
USD
1805401.25000000
0.009161999828
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
4511936.06500000
PA
USD
4486344.81000000
0.022767177313
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.19200000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BE7
10250000.00000000
PA
USD
10630540.78000000
0.053947571380
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
40404500.89560000
PA
USD
37375787.59000000
0.189673602748
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
322256.84460000
PA
USD
307876.97000000
0.001562405446
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.99500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKBQ8
70000.00000000
PA
USD
61484.50000000
0.000312019822
Long
DBT
USGSE
US
N
2
2044-02-26
Fixed
3.67000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAY4
9200000.00000000
PA
USD
8530677.00000000
0.043291241330
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
6.55800000
N
N
N
N
N
N
Bank
N/A
BANK
06539WBD7
140000000.00000000
PA
USD
3517108.00000000
0.017848521426
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWED0
646461.54300000
PA
USD
555014.92000000
0.002816574211
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHF49
13695.10690000
PA
USD
12929.83000000
0.000065615940
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HYCH9
576014.00250000
PA
USD
452658.14000000
0.002297136883
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
2.51000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
3407281.61720000
PA
USD
2973444.72000000
0.015089554200
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
1035008.00000000
NS
USD
103.50000000
0.000000525238
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
1035008.00000000
1.00000000
USD
2025-07-24
XXXX
102.77000000
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
17450000.00000000
PA
USD
16687599.03000000
0.084685761380
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
6.71300000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103228AE2
8800000.00000000
PA
USD
8441493.28000000
0.042838654279
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
6.40400000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
14630000.00000000
PA
USD
11720759.25000000
0.059480181616
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
14400000.00000000
PA
USD
13967739.07000000
0.070883092036
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBH1
1020000.00000000
PA
USD
145661.10000000
0.000739196881
Long
DBT
USGA
US
N
2
2065-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUB70
191090.97000000
PA
USD
168627.96000000
0.000855748460
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.95000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7M0
1612000.00000000
PA
USD
320567.16000000
0.001626805268
Long
DBT
USGA
US
N
2
2057-09-15
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EK4T0
144000.00000000
PA
USD
110228.11000000
0.000559382533
Long
DBT
USGSE
US
N
2
2039-11-01
Fixed
2.74000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
121741.83790000
PA
USD
104884.14000000
0.000532263103
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.21900000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
22400000.00000000
PA
USD
17489744.61000000
0.088756467361
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series 2023-1
55663DAA1
26600000.00000000
PA
USD
26600000.00000000
0.134988936914
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
6.77600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABB0
35611939.56840000
PA
USD
486786.72000000
0.002470331648
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
0.86200000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
19100000.00000000
PA
USD
19242262.53000000
0.097650096344
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
45800000.00000000
PA
55277323.37000000
0.280519816436
Long
LON
CORP
GB
N
3
2025-04-28
Variable
6.69000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
26000000.00000000
PA
USD
22244322.88000000
0.112884868344
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
22221885.49340000
PA
USD
18077726.07000000
0.091740339248
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-187805000.00000000
NC
-1901012.41000000
-0.00964720467
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
187805000.00000000
EUR
202007753.10000000
USD
2023-04-17
-1901012.41000000
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AB9
11310969.22330000
PA
USD
5729199.33000000
0.029074380711
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.95500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
40811114.58390000
PA
USD
1087677.42000000
0.005519714986
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
0.87500000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Company II LLC
48249DAA9
1000000.00000000
PA
USD
947255.90000000
0.004807107779
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCL1
1400000.00000000
PA
USD
1406058.27000000
0.007135425229
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.41400000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
17800000.00000000
PA
USD
16402363.05000000
0.083238253797
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
13075000.00000000
PA
USD
11134031.42000000
0.056502671615
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
11587515.46380000
PA
USD
8067292.00000000
0.040939668077
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAE4
6600000.00000000
PA
USD
6234462.30000000
0.031638475116
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
6.42400000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM2 Trust
670843AB7
3744840.07790000
PA
USD
3751686.77000000
0.019038955214
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.72400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
9000000.00000000
PA
USD
8694426.60000000
0.044122233226
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
6.43200000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1290000.00000000
PA
USD
1200074.10000000
0.006090102517
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
1650000.00000000
PA
USD
1583995.79000000
0.008038417585
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAV0
12242296.45510000
PA
USD
10953373.62000000
0.055585874458
Long
ABS-MBS
USGSE
US
N
3
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
54705000.00000000
PA
USD
39957216.36000000
0.202773765357
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729NAC9
11821822.60620000
PA
USD
5370148.04000000
0.027252277255
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.96500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CE2
1580000.00000000
PA
USD
1512652.88000000
0.007676368578
Long
DBT
CORP
JP
N
2
2028-04-19
Variable
4.08000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
10200000.00000000
PA
USD
9939155.40000000
0.050438948168
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.29200000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec CAD / Deliver USD
N/A
7000000.00000000
NC
84134.77000000
0.000426964780
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5097767.91000000
USD
7000000.00000000
CAD
2023-04-17
84134.77000000
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
11453496.77530000
PA
USD
10895701.17000000
0.055293199920
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMC75
720000.00000000
PA
USD
508560.48000000
0.002580828516
Long
DBT
USGSE
US
N
2
2046-06-01
Fixed
2.84000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
12202402.75600000
PA
USD
11620913.12000000
0.058973485264
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.93500000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
39900000.00000000
PA
USD
33416250.00000000
0.169579851998
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
207200000.00000000
NC
USD
611559.09000000
0.003103522985
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
207200000.00000000
0.20000000
USD
2023-12-19
XXXX
-230190.91000000
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
550000.00000000
PA
USD
482186.34000000
0.002446985768
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
32917566.70150000
PA
USD
28477263.46000000
0.144515621079
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
41708000.00000000
PA
USD
35078365.34000000
0.178014708494
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAJ0
4200000.00000000
PA
USD
3929411.22000000
0.019940866289
Long
ABS-O
CORP
KY
Y
2
2038-08-19
Floating
7.46100000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKYC4
1500000.00000000
PA
USD
1174423.50000000
0.005959931569
Long
DBT
USGSE
US
N
2
2048-08-05
Fixed
3.11000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AE3
6500000.00000000
PA
USD
6080711.00000000
0.030858222314
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
6.48400000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
8481286.22000000
PA
USD
7993612.26000000
0.040565760191
Long
LON
CORP
US
N
2
2028-04-21
Variable
8.82000000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
32500000.00000000
PA
USD
29647803.25000000
0.150455843705
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.77800000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
11650016.25650000
PA
USD
5770935.74000000
0.029286183479
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.44500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281BB9
49508985.34120000
PA
USD
510596.07000000
0.002591158672
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
0.81000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAG6
19200000.00000000
PA
USD
17985573.12000000
0.091272684032
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.71100000
N
N
N
N
N
N
TFI INTERNATIONAL INC
N/A
TFI International, Inc.
N/A
14000000.00000000
PA
USD
11292582.70000000
0.057307283221
Long
DBT
CORP
CA
N
3
2033-01-05
Fixed
3.35000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
5360000.00000000
PA
USD
4772275.46000000
0.024218210188
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
6.50800000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
31825509.80000000
PA
USD
0.32000000
0.000000001623
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
50650000.00000000
PA
USD
49752877.07000000
0.252484510681
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
6.30800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AC1
13978943.51390000
PA
USD
13657932.45000000
0.069310894055
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
21781000.00000000
PA
USD
18065345.88000000
0.091677512606
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
1549000.00000000
PA
USD
1347630.00000000
0.006838915077
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
2127812.02000000
PA
USD
714944.84000000
0.003628182101
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363RAA4
1423662.67630000
PA
USD
1160285.08000000
0.005888182310
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
4.01800000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
18801000.00000000
PA
USD
14205657.70000000
0.072090474853
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
9764000.00000000
PA
USD
8372630.00000000
0.042489188830
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
460444.77240000
PA
USD
429079.27000000
0.002177479492
Long
LON
CORP
US
N
2
2026-07-24
Variable
8.34000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
53467000.00000000
NS
USD
47107278.40000000
0.239058700457
Long
EP
CORP
US
N
2
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
10560000.00000000
PA
USD
10132320.00000000
0.051419214484
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
59500000.00000000
PA
USD
57266274.80000000
0.290613291590
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
6.50800000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498MQ8
3000000.00000000
PA
USD
2269448.40000000
0.011516933342
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
11345687.26280000
PA
USD
3391812.49000000
0.017212675272
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.94500000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
43310724.84900000
PA
USD
967223.77000000
0.004908440168
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.98300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
195915434.11250000
PA
USD
3611622.66000000
0.018328161782
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.43400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBF1
18317138.23770000
PA
USD
296241.25000000
0.001503356819
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.01600000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GF3
1000000.00000000
PA
USD
430242.30000000
0.002183381604
Long
DBT
MUN
US
N
2
2039-09-01
None
0.00000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Company LLC
09261BAH3
2150000.00000000
PA
USD
1359382.80000000
0.006898557858
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
15700000.00000000
PA
USD
14639257.13000000
0.074290893127
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
11414180.00210000
PA
USD
8718344.73000000
0.044243612284
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
1900000.00000000
PA
USD
1603125.00000000
0.008135493965
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
15665000.00000000
PA
USD
14474306.48000000
0.073453806177
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
6.77800000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68401TAE8
5033946.58200000
PA
USD
2412826.98000000
0.012244546954
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.09500000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
28871000.00000000
PA
USD
22742389.42000000
0.115412442507
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAJ9
5160593.28380000
PA
USD
4821073.21000000
0.024465847646
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.69200000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
15203000.00000000
PA
USD
11373583.07000000
0.057718341636
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
23275375.00000000
PA
USD
19435659.66000000
0.098631542696
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
4223347.79990000
PA
USD
4076530.29000000
0.020687462035
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762PAE2
1300000.00000000
PA
USD
1047270.43000000
0.005314658722
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7K4
1612000.00000000
PA
USD
335953.70000000
0.001704888451
Long
DBT
USGA
US
N
2
2056-09-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAV0
28385241.49800000
PA
USD
419127.96000000
0.002126978862
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.72100000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
8800000.00000000
PA
USD
8510997.44000000
0.043191372049
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
6.72400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22534PAC7
1000000.00000000
PA
USD
1013791.84000000
0.005144762508
Long
DBT
CORP
FR
N
2
2028-07-12
Fixed
5.30100000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
168522141.49230000
PA
USD
10883631.76000000
0.055231950415
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEN60
7100000.00000000
PA
USD
4983414.03000000
0.025289690305
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.41000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FCG4
3500000.00000000
PA
USD
486335.50000000
0.002468041809
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
21000000.00000000
PA
USD
19732910.40000000
0.100140022448
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.65600000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
34939000.00000000
PA
USD
19318471.88000000
0.098036841424
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C5E0
401102.75060000
PA
USD
391569.04000000
0.001987123625
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
39961000.00000000
PA
USD
35431029.43000000
0.179804398366
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
60050000.00000000
PA
USD
56000744.43000000
0.284191013422
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.68400000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBG3
1200000.00000000
PA
USD
1018127.74000000
0.005166766213
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJYM6
517667.97600000
PA
USD
475360.59000000
0.002412346642
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
505659.93470000
PA
USD
490490.14000000
0.002489125660
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.91000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
110417000.00000000
PA
USD
111153151.24000000
0.564076906789
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
4991137.34000000
PA
USD
3946750.34000000
0.020028858370
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
1300000.00000000
PA
USD
80770.30000000
0.000409890862
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS HOLDINGS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
N/A
1323332.67320000
PA
USD
1309543.55000000
0.006645635024
Long
LON
CORP
US
N
2
2028-03-03
Variable
6.96000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
1200000.00000000
PA
USD
983001.80000000
0.004988510073
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
138205000.00000000
PA
USD
128393688.85000000
0.651568705428
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
1200000.00000000
PA
USD
1104750.00000000
0.005606354438
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
NAVACORD CORP
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
4129177.02960000
PA
2998812.07000000
0.015218287719
Long
LON
CORP
CA
N
2
2028-03-27
Variable
9.27000000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
250000.00000000
PA
USD
235045.00000000
0.001192799799
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
22825000.00000000
PA
USD
21143870.28000000
0.107300322231
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
6.98400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUMC7
661261.90900000
PA
USD
581221.07000000
0.002949564449
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBP5
540000.00000000
PA
USD
115341.30000000
0.000585330807
Long
DBT
USGA
US
N
2
2056-04-01
None
0.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
5755261.50060000
PA
USD
1938711.63000000
0.009838519620
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.16500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KN4E0
32243512.80000000
PA
USD
31097078.58000000
0.157810585664
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
115544000.00000000
PA
USD
105000610.00000000
0.532854162379
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
27500000.00000000
PA
USD
26821789.50000000
0.136114468073
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.24800000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
33130000.00000000
PA
USD
29459852.31000000
0.149502035525
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings, Inc.
299808AH8
27760000.00000000
PA
USD
20146713.68000000
0.102239979773
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7D0
1612000.00000000
PA
USD
391319.45000000
0.001985857013
Long
DBT
USGA
US
N
2
2053-09-15
None
0.00000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
37221000.00000000
PA
USD
29265148.97000000
0.148513960455
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWQD1
2010000.00000000
PA
USD
1160807.16000000
0.005890831747
Long
DBT
USGSE
US
N
2
2050-08-19
Fixed
2.05000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAY0
2500000.00000000
PA
USD
2358773.00000000
0.011970235326
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
6.80800000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-4047642.15880000
PA
USD
-48571.71000000
-0.00024649035
Short
LON
CORP
US
N
3
2026-11-25
Variable
1.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
73673000.00000000
NS
USD
58017487.50000000
0.294425524815
Long
EP
CORP
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
770000000.00000000
PA
USD
541616798.80000000
2.748581800191
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
2981982.60940000
PA
USD
2973555.08000000
0.015090114252
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENQQ6
4100000.00000000
PA
USD
3697449.70000000
0.018763714447
Long
DBT
USGSE
US
N
2
2032-03-08
Fixed
3.00000000
N
N
N
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
6852000.00000000
PA
USD
4646609.73000000
0.023580485252
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABH4
65471455.05400000
PA
USD
1048256.92000000
0.005319664933
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.13400000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAG7
4400000.00000000
PA
USD
4082623.16000000
0.020718381962
Long
ABS-O
CORP
KY
Y
2
2038-11-16
Floating
7.01100000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
12040000.00000000
PA
USD
10107920.85000000
0.051295394359
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
11126769.03510000
PA
USD
9402234.44000000
0.047714196679
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
FLAMINGO LUX I SARL
N/A
Flamingo
N/A
7554688.00000000
PA
7453133.72000000
0.037822954794
Long
LON
CORP
FR
N
2
2028-03-27
Variable
6.53000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935YAB6
8117246.53620000
PA
USD
6859348.50000000
0.034809630148
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.18500000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
3259005.14620000
PA
USD
86363.64000000
0.000438275787
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GC1
275000000.00000000
PA
USD
97947302.75000000
0.497060235784
Long
DBT
UST
US
N
2
2051-11-15
None
0.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
18906000.00000000
PA
USD
12584778.71000000
0.063864883434
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBC2
1020000.00000000
PA
USD
160453.14000000
0.000814263112
Long
DBT
USGA
US
N
2
2062-09-15
None
0.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
65200000.00000000
NS
USD
53763920.00000000
0.272839639291
Long
EP
CORP
US
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
5199999.77430000
PA
USD
5346889.89000000
0.027134247445
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
1580000.00000000
PA
USD
1503322.60000000
0.007629019534
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275BAE7
7703278.66140000
PA
USD
2947671.91000000
0.014958763064
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.32500000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
19010499.99980000
PA
USD
17489660.00000000
0.088756037984
Long
LON
CORP
US
N
2
2028-04-27
Variable
8.84000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
11125000.00000000
PA
USD
10752177.67000000
0.054564850871
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAC4
8207231.57320000
PA
USD
3960881.36000000
0.020100570076
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.97500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CU7
7150000.00000000
PA
USD
7201855.88000000
0.036547777032
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
12278475.00000000
PA
USD
11524564.36000000
0.058484537269
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
254125.00000000
NS
USD
4853787.50000000
0.024631865211
Long
EP
CORP
US
N
2
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBS9
570000.00000000
PA
USD
267002.82000000
0.001354978452
Long
DBT
USGA
US
N
2
2039-09-15
None
0.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AQ0
15975000.00000000
PA
USD
15352621.99000000
0.077911057191
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
6.70800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
26371560.28000000
PA
USD
27330957.64000000
0.138698380326
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.21000000
N
N
N
N
N
N
Waverley Capital Acquisition C
N/A
Waverley Capital Acquisition Corp. 1
N/A
451200.00000000
NS
USD
4602240.00000000
0.023355318985
Long
EC
CORP
US
N
1
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2700000.00000000
PA
USD
1803166.35000000
0.009150658220
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAG1
3100000.00000000
PA
USD
2908060.40000000
0.014757743679
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
6.51100000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
20000000.00000000
PA
USD
18459094.00000000
0.093675694566
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AA0
8860585.75170000
PA
USD
7192181.76000000
0.036498683078
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.96800000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JAY0
3450000.00000000
PA
USD
3343214.22000000
0.016966050129
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.34200000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABF6
29714171.36210000
PA
USD
452151.63000000
0.002294566460
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.56100000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAJ0
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.88600000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
49735032.47280000
PA
USD
45816941.43000000
0.232510534447
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AM8
1310000.00000000
PA
USD
1419365.15000000
0.007202954612
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.05000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
26935043.49970000
PA
USD
22567178.73000000
0.114523288192
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXK1
197180.58150000
PA
USD
186361.63000000
0.000945742793
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
18642379.86800000
PA
USD
15731931.52000000
0.079835966597
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0JX9
1350135.90280000
PA
USD
974571.83000000
0.004945729897
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.31500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
15650000.00000000
PA
USD
12262225.56000000
0.062227999719
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAH5
521000.00000000
PA
USD
459288.18000000
0.002330782825
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.86900000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
15100000.00000000
PA
USD
14707310.91000000
0.074636250549
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
6.19200000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
13325953.27210000
PA
USD
12759600.26000000
0.064752062953
Long
LON
CORP
US
N
2
2028-12-14
Variable
8.81000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
25830000.00000000
NS
USD
21394989.00000000
0.108574692496
Long
EP
CORP
US
N
2
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
6939461.86820000
PA
USD
5428392.73000000
0.027547855781
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
28367000.00000000
PA
USD
27066373.05000000
0.137355673840
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
34100000.00000000
PA
USD
34441000.00000000
0.174780224672
Long
DBT
CORP
US
N
3
2024-01-09
Variable
7.55800000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd.
45605PAM0
2038536.46600000
PA
USD
1997588.38000000
0.010137305707
Long
ABS-O
CORP
KY
N
2
2026-04-15
Fixed
5.23500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKF68
250000.00000000
PA
USD
187477.50000000
0.000951405579
Long
DBT
USGSE
US
N
2
2039-09-06
Fixed
2.60000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
3600000.00000000
PA
USD
2886912.11000000
0.014650420928
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
25181250.00000000
PA
USD
22072498.78000000
0.112012900201
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAE6
27153750.62120000
PA
USD
11953319.98000000
0.060660374312
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.18500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCP2
31200000.00000000
PA
USD
31639613.30000000
0.160563825705
Long
DBT
CORP
JP
N
2
2029-05-27
Variable
5.66700000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
6807369.28130000
PA
USD
6340648.56000000
0.032177346182
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.22500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
48128KAV3
47777696.45830000
PA
USD
1452790.75000000
0.007372581913
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.02400000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
57357669.61430000
PA
USD
1917742.21000000
0.009732104594
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.75700000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
16920000.00000000
PA
USD
14085143.00000000
0.071478890220
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
23045000.00000000
PA
USD
17783568.40000000
0.090247556122
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
5750000.00000000
PA
USD
5136316.59000000
0.026065635945
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
81770389.38000000
PA
USD
73581353.91000000
0.373408599287
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46648KAW6
125529503.31050000
PA
USD
3504206.30000000
0.017783048239
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
0.83200000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
3600000.00000000
PA
USD
95400.00000000
0.000484133254
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
1660000.00000000
PA
USD
1644829.22000000
0.008347133376
Long
DBT
CORP
US
N
2
2024-10-24
Floating
5.28100000
N
N
N
N
N
N
FORT BENNING FAM
254900O8GC3CHW0PH218
Fort Benning Family Communities LLC
346845AG5
1576148.53030000
PA
USD
1457822.49000000
0.007398116847
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9604000.00000000
PA
USD
8056978.08000000
0.040887327284
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGHE7
425669.74200000
PA
USD
415010.72000000
0.002106084808
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
19781560.74000000
PA
USD
19352300.87000000
0.098208515838
Long
LON
CORP
US
N
3
2025-04-28
Variable
8.95000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
40900000.00000000
PA
USD
37218214.72000000
0.188873956350
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
10500000.00000000
PA
USD
11438142.45000000
0.058045965774
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
5200000.00000000
PA
USD
4940645.37000000
0.025072649104
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
11875000.00000000
PA
USD
9179755.36000000
0.046585166059
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
94306088.07610000
PA
USD
3946125.09000000
0.020025685369
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.03100000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
32313131.30960000
PA
USD
31364094.64000000
0.159165631306
Long
LON
CORP
CA
N
2
2027-05-24
Variable
6.91000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH MF
N/A
California Public Finance Authority Revenue Bonds
13057MAA4
3600000.00000000
PA
USD
2706550.92000000
0.013735128999
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.55000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935HAH0
5326540.43250000
PA
USD
1518146.58000000
0.007704247853
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.01070000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
95387175.00000000
PA
USD
83593790.84000000
0.424219434517
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
2313076.10180000
PA
USD
2238001.75000000
0.011357348761
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
FIVE CORNERS FND TR III
N/A
Five Corners Funding Trust III
33830GAA9
7550000.00000000
PA
USD
7746497.43000000
0.039311708755
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79100000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690BS8
1950000.00000000
PA
USD
1466744.66000000
0.007443394826
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
15762630.22130000
PA
USD
15158448.60000000
0.076925671495
Long
LON
CORP
US
N
2
2027-10-05
Variable
8.84000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
92239000.00000000
PA
USD
82027220.31000000
0.416269446154
Long
DBT
CORP
CA
N
3
N/A
Variable
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
101000.00000000
PA
USD
87870.00000000
0.000445920221
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617525AA8
2057984.93580000
PA
USD
1254944.19000000
0.006368555717
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.97500000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
5120636.89060000
PA
USD
4783628.83000000
0.024275825953
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
251100000.00000000
NC
USD
741131.69000000
0.003761074396
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
251100000.00000000
0.20000000
USD
2023-12-19
XXXX
-291517.06000000
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JAA3
2219634.11030000
PA
USD
1843977.46000000
0.009357765301
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.30500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust 2023-2
03465GAC0
8578759.50080000
PA
USD
8004694.65000000
0.040622000794
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LERF6
2303792.17460000
PA
USD
1694345.82000000
0.008598418834
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.62000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1769000.00000000
PA
USD
1574586.90000000
0.007990669613
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd.
04941GAN8
4300000.00000000
PA
USD
4242712.39000000
0.021530798314
Long
ABS-O
CORP
KY
N
2
2027-11-17
Floating
6.17700000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
4131577.56390000
PA
USD
3897000.64000000
0.019776389983
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Incorporated Trust
61755AAD8
3504442.51270000
PA
USD
2410214.33000000
0.012231288351
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.03500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359UAE9
4104.19700000
PA
USD
4090.41000000
0.000020757898
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.10500000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
8983333.33080000
PA
9625918.95000000
0.048849344582
Long
LON
CORP
NO
N
2
2028-06-26
Variable
6.02000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAC1
3250000.00000000
PA
USD
2911506.62000000
0.014775232460
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
10000000.00000000
PA
USD
9811576.00000000
0.049791511793
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
6.27200000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
17850000.00000000
PA
USD
15347608.50000000
0.077885614872
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGDJ0
215976.84750000
PA
USD
203910.60000000
0.001034799816
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BJJW6
329737.21600000
PA
USD
188348.93000000
0.000955827888
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAG7
16327000.00000000
PA
USD
15440664.31000000
0.078357851897
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.22300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8RK3
307438.64110000
PA
USD
306645.79000000
0.001556157488
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
39826000.00000000
PA
USD
29809051.70000000
0.151274142835
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300AH0
1510000.00000000
PA
USD
1405294.30000000
0.007131548255
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.37500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
560975.01000000
NS
USD
10950232.20000000
0.055569932467
Long
EP
CORP
US
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515GAJ6
31945175.06860000
PA
USD
909389.69000000
0.004614945394
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
0.96500000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
26000000.00000000
PA
USD
25958034.18000000
0.131731106704
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.00300000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp.
521865AZ8
1360000.00000000
PA
USD
1200526.14000000
0.006092396517
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAD6
640784.51260000
PA
USD
530026.45000000
0.002689763421
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.28500000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
130067706.91970000
PA
USD
17460640.16000000
0.088608768911
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BM7
1200000.00000000
PA
USD
1003655.12000000
0.005093320965
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
9750000.00000000
PA
USD
9351426.83000000
0.047456359639
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.61800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
26750000.00000000
PA
USD
26340026.83000000
0.133669632333
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.42800000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
200000.00000000
PA
USD
181249.19000000
0.000919798326
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAD9
4721862.38960000
PA
USD
4540811.08000000
0.023043581218
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.12500000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
10252876.04000000
PA
USD
10355404.80000000
0.052551318995
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.42700000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
20220000.00000000
PA
USD
19250275.49000000
0.097690760289
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-1032000.00000000
NC
-927.57000000
-0.00000470720
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
1032000.00000000
EUR
1124392.07000000
USD
2023-06-30
-927.57000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
525000.00000000
PA
USD
528937.50000000
0.002684237248
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
14350000.00000000
PA
USD
12867412.53000000
0.065299185649
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
7.68400000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
9686482.55290000
PA
USD
9387473.43000000
0.047639287918
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJWW6
160324.16400000
PA
USD
156559.91000000
0.000794505857
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
5698862.50020000
PA
6485807.10000000
0.032913992686
Long
LON
CORP
LU
N
2
2026-10-09
Variable
8.95000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
26815000.00000000
PA
USD
15129023.00000000
0.076776343282
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
78871000.00000000
NS
USD
66606559.50000000
0.338013107460
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAA0
2143350.09600000
PA
USD
1828850.91000000
0.009281001508
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.26000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152GF2
1819999.99950000
PA
USD
1977804.01000000
0.010036904538
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
13164210.15500000
PA
USD
11751936.58000000
0.059638399459
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co.
460146CK7
715000.00000000
PA
USD
653820.75000000
0.003317991277
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
18085920.00000000
PA
USD
15557826.15000000
0.078952421529
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
8651378.64590000
PA
USD
8349506.96000000
0.042371844672
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
5.81100000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
31704830.05300000
PA
USD
0.32000000
0.000000001623
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
10219.89480000
PA
USD
8686.91000000
0.000044084088
Long
LON
CORP
US
N
3
2023-10-02
Variable
7.34000000
N
N
Y
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
16000000.00000000
PA
USD
14407384.00000000
0.073114189845
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.25800000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp.
N/A
150400.00000000
NS
USD
13536.00000000
0.000068692114
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
150400.00000000
11.50000000
USD
2027-04-30
XXXX
-79353.68000000
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
10109935.05400000
PA
USD
9128406.95000000
0.046324584582
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AA0
2160521.86910000
PA
USD
1732233.84000000
0.008790691900
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.03500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935EAH7
343237.84020000
PA
USD
126212.12000000
0.000640497740
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.17120000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AL8
1100000.00000000
PA
USD
997078.81000000
0.005059947691
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
5775000.00000000
PA
USD
4518937.50000000
0.022932577786
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
3499270.82660000
PA
USD
3320855.60000000
0.016852585228
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAE7
7981064.32320000
PA
USD
4126080.96000000
0.020938920391
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.34500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H5EQ6
133843.44010000
PA
USD
83982.02000000
0.000426189609
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.50000000
N
Y
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
46200000.00000000
PA
USD
44181951.66000000
0.224213334037
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.59200000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
1100000.00000000
PA
USD
1003661.48000000
0.005093353240
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAC3
4600000.00000000
PA
USD
4600000.00000000
0.023343951496
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
8.38900000
N
N
N
N
N
N
MIDWEST FAMILY HOUSING
N/A
Midwest Family Housing LLC
598329AD2
1288809.44980000
PA
USD
1191727.43000000
0.006047745070
Long
DBT
CORP
US
N
2
2051-01-01
Fixed
5.58100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
9360000.00000000
PA
USD
6544151.92000000
0.033210079349
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429EAF8
28137566.46360000
PA
USD
1284077.54000000
0.006516400828
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.89400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
26000000.00000000
PA
USD
24930456.20000000
0.126516382677
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
6.61500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFQE7
1050000.00000000
PA
USD
804823.72000000
0.004084296931
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.01000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
318475.00000000
NS
USD
5500063.25000000
0.027911567333
Long
EP
CORP
BM
N
2
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
22725000.00000000
PA
USD
21995088.91000000
0.111620062755
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
7.20300000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AG2
23265000.00000000
PA
USD
19250321.81000000
0.097690995353
Long
ABS-O
CORP
US
N
2
2052-01-25
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPMV3
230064.53160000
PA
USD
234545.62000000
0.001190265560
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46639NAS0
16949655.81890000
PA
USD
169.50000000
0.000000860173
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
0.34100000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
2780000.00000000
PA
USD
2085847.96000000
0.010585202958
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AV1
2030000.00000000
PA
USD
1494206.91000000
0.007582759485
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
14690034.11190000
PA
USD
3995457.18000000
0.020276034481
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.16500000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524LAD3
4829326.84260000
PA
USD
4274428.50000000
0.021691750343
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.02500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
7100000.00000000
PA
USD
6907366.35000000
0.035053309791
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.60800000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
16335511.32590000
PA
USD
13726164.96000000
0.069657158491
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
INEOS LTD
N/A
INEOS Ltd.
N/A
31100000.00000000
PA
32404465.66000000
0.164445277095
Long
LON
CORP
GB
N
2
2026-01-29
Variable
5.66000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
26700000.00000000
PA
USD
25897486.11000000
0.131423839050
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.19200000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAE4
11575000.00000000
PA
USD
11466182.27000000
0.058188261469
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.38400000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
13360000.00000000
PA
USD
9305614.61000000
0.047223873065
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
165000000.00000000
PA
USD
175106250.00000000
0.888624305812
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
12214000.00000000
PA
USD
8202602.52000000
0.041626338124
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
29725000.00000000
PA
USD
24450950.62000000
0.124083001155
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAC4
7348591.93110000
PA
USD
2202407.54000000
0.011176716258
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.14500000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
747423.25890000
PA
USD
624098.42000000
0.003167157227
Long
LON
CORP
LU
N
3
2026-10-09
Variable
9.09000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
33738790.31940000
PA
USD
31518734.06000000
0.159950391114
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BK7
13100000.00000000
PA
USD
12875316.92000000
0.065339298626
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
22210000.00000000
PA
USD
14989957.88000000
0.076070619496
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBE3
6700000.00000000
PA
USD
6232638.82000000
0.031629221371
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.74200000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
10100000.00000000
PA
USD
9612348.77000000
0.048780479011
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
6.95900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFTE6
192975.74100000
PA
USD
182462.38000000
0.000925954988
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LGAW6
606426.04680000
PA
USD
548318.15000000
0.002782589630
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BL6
10050000.00000000
PA
USD
9961933.86000000
0.050554543660
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040651
1141356933.00000000
PA
USD
1086659684.70000000
5.514550211489
Long
ABS-MBS
USGSE
US
N
2
2073-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J6F28
551433.02000000
PA
USD
520273.59000000
0.002640269880
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
9100000.00000000
PA
USD
6658573.74000000
0.033790744004
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
Bank
N/A
BANK
06541FBB4
10745804.91540000
PA
USD
449949.42000000
0.002283390747
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.34100000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
8050000.00000000
PA
USD
8026089.89000000
0.040730576760
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
7137000.00000000
PA
USD
7201340.06000000
0.036545159363
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P50
600000.00000000
PA
USD
468021.36000000
0.002375101723
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.11500000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
5150000.00000000
PA
USD
4414378.89000000
0.022401966672
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
17720977.70000000
PA
USD
17322013.63000000
0.087905270869
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1617000.00000000
PA
USD
1388568.72000000
0.007046669749
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
3750000.00000000
PA
USD
3554285.14000000
0.018037186937
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
1880000.00000000
PA
USD
1780050.61000000
0.009033351108
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162QBQ1
5232000.00000000
PA
USD
2846559.07000000
0.014445638448
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.12600000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
13391769.41560000
PA
USD
12123586.26000000
0.061524436873
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
6764199.77060000
PA
USD
6770587.41000000
0.034359187848
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
6.88000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
8920000.00000000
PA
USD
2466380.00000000
0.012516316324
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAB4
32786268.10660000
PA
USD
8184177.10000000
0.041532833317
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.95500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138YWKA4
135834.66500000
PA
USD
132475.42000000
0.000672282560
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118WA2
1105132.44000000
PA
USD
230997.77000000
0.001172261030
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.52500000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
4000000.00000000
PA
USD
2551243.60000000
0.012946979750
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
15662000.00000000
PA
USD
12451290.00000000
0.063187458658
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
3332000.00000000
PA
USD
3298680.00000000
0.016740049113
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
178000.00000000
PA
USD
173622.46000000
0.000881094409
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
4429000.00000000
PA
USD
3588237.17000000
0.018209485750
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132L9Y82
227507.02500000
PA
USD
227088.79000000
0.001152423847
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
39259524.46290000
PA
USD
985045.02000000
0.004998878949
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.76900000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
3900000.00000000
PA
USD
3234344.92000000
0.016413563246
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
2500000.00000000
PA
USD
2504101.55000000
0.012707744592
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXXF2
5936042.37500000
PA
USD
4649890.16000000
0.023597132686
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
9697000.00000000
PA
USD
8664221.02000000
0.043968946792
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
81000.00000000
PA
USD
59759.37000000
0.000303265181
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764BJ5
600000.00000000
PA
USD
588012.38000000
0.002984028799
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.37500000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CF9
975000.00000000
PA
USD
838741.70000000
0.004256422948
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AS3
350000.00000000
PA
USD
287449.67000000
0.001458741555
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.30000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
2380222.10780000
PA
USD
1963336.92000000
0.009963487354
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.20500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZZ5
3410342.95000000
PA
USD
2468917.13000000
0.012529191680
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
153000641.50100000
PA
USD
4894505.82000000
0.024838501404
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.66800000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
41786443.22760000
PA
USD
41145631.41000000
0.208804700853
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
1654867.25010000
PA
USD
1336305.30000000
0.006781444806
Long
LON
CORP
US
N
2
2028-11-30
Variable
8.84029000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
23785000.00000000
PA
USD
9499324.66000000
0.048206907415
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
34240000.00000000
PA
USD
27123858.34000000
0.137647398584
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3E9
400000.00000000
PA
USD
317624.83000000
0.001611873614
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
2.64600000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AQ7
1300000.00000000
PA
USD
1030535.74000000
0.005229733984
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
46883000.00000000
PA
USD
48060837.39000000
0.243897794981
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
4715292.14340000
PA
USD
1053033.19000000
0.005343903415
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.20500000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAL8
1650000.00000000
PA
USD
1459436.27000000
0.007406306412
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
8158355.08760000
PA
USD
8076771.54000000
0.040987774582
Long
LON
CORP
US
N
2
2027-11-12
Variable
9.66000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIV LLC
46616QAA9
1687102.36780000
PA
USD
1638439.08000000
0.008314704872
Long
ABS-O
CORP
US
N
2
2056-09-15
Fixed
4.94000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
14100000.00000000
PA
USD
13694441.70000000
0.069496170177
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
6.19800000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
9500000.00000000
PA
USD
8348885.00000000
0.042368688367
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
399100.00000000
NS
USD
4042883.00000000
0.020516709708
Long
EC
CORP
US
N
1
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38012DAB3
4375241.79020000
PA
USD
3980269.51000000
0.020198960518
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Fixed
5.46600000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
5997380.22000000
PA
USD
4820394.35000000
0.024462402587
Long
LON
CORP
CA
N
2
2028-10-02
Variable
8.84000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
8000000.00000000
PA
USD
7572712.80000000
0.038429791369
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
6.52800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHM66
486956.01600000
PA
USD
446693.08000000
0.002266865563
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
33022668.24700000
PA
USD
1157953.07000000
0.005876347891
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.19700000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ANH78
540000.00000000
PA
USD
382825.44000000
0.001942751848
Long
DBT
USGSE
US
N
2
2041-08-16
Fixed
2.45000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
1050000.00000000
PA
USD
828424.68000000
0.004204066423
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
5932851.10460000
PA
USD
5230848.87000000
0.026545365718
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
55500000.00000000
PA
USD
55500000.00000000
0.281649849577
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.18900000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
8301666.61290000
PA
USD
7877813.40000000
0.039978107371
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377XAB8
30261234.01740000
PA
USD
8547497.38000000
0.043376600925
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.00500000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
30450000.00000000
PA
USD
29640030.00000000
0.150416396233
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.29200000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062AQ7
1000000.00000000
PA
USD
965891.98000000
0.004901681637
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
3750000.00000000
PA
USD
3755859.38000000
0.019060130259
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
CONYERS PARK III ACQUISITI-A
N/A
Conyers Park III Acquisition Corp.
21289P110
190000.00000000
NS
USD
38000.00000000
0.000192841338
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
190000.00000000
11.50000000
USD
2028-08-12
XXXX
-152569.52000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGL9
4500000.00000000
PA
USD
4518632.79000000
0.022931031452
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Quattro Finance 2 plc
N/A
8500000.00000000
PA
8258381.25000000
0.041909402465
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
Blue Whale Acquisition Corp I
N/A
Blue Whale Acquisition Corp. I
N/A
330700.00000000
NS
USD
3287158.00000000
0.016681577589
Long
EC
CORP
US
N
1
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
8050000.00000000
PA
USD
6297917.50000000
0.031960495793
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
20050000.00000000
PA
USD
16269185.54000000
0.082562408289
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDM1
1000000.00000000
PA
USD
988174.70000000
0.005014761362
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LACG2
282889.00000000
PA
USD
239582.06000000
0.001215824345
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.77000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
48900000.00000000
PA
USD
43228570.67000000
0.219375142822
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
8770771.86030000
PA
USD
8422213.49000000
0.042740813739
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.62500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BE2
400000.00000000
PA
USD
389741.94000000
0.001977851509
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AB3
1598977.94070000
PA
USD
1573383.58000000
0.007984563038
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
4467000.00000000
PA
USD
3479286.22000000
0.017656584513
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
12981000.00000000
PA
USD
6977287.50000000
0.035408143690
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
9761924.05000000
PA
USD
8329907.09000000
0.042272379799
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
4000000.00000000
PA
USD
3820615.20000000
0.019388751286
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
6.71600000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
720000.00000000
PA
USD
632698.40000000
0.003210800165
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
101219088.12290000
PA
USD
1597571.23000000
0.008107309848
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.44600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKYX9
907883.05000000
PA
USD
790093.78000000
0.004009545843
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.59500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBF7
1660000.00000000
PA
USD
1301739.03000000
0.006606028864
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
13850000.00000000
PA
USD
12927509.67000000
0.065604164936
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HT2V0
942801.97000000
PA
USD
840387.40000000
0.004264774500
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.96000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co.
546676AY3
1100000.00000000
PA
USD
947558.80000000
0.004808644927
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
10006000.00000000
PA
USD
8031341.12000000
0.040757225555
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
89069117.57000000
NS
USD
89069117.57000000
0.452005469650
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDYP8
6460000.00000000
PA
USD
4491190.58000000
0.022791768491
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZE7
1650000.00000000
PA
USD
1602574.11000000
0.008132698324
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.21700000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
16030000.00000000
PA
USD
14289951.03000000
0.072518244289
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150UAA6
2119878.00610000
PA
USD
1768267.83000000
0.008973556186
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
3.90800000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GH0
1720000.00000000
PA
USD
606168.28000000
0.003076165853
Long
DBT
UST
US
N
2
2052-05-15
None
0.00000000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
505357.80000000
0.002564575645
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
FREEPORT LNG DEVELOPMENT LP
N/A
FLNG Liquefaction 3 LLC
N/A
65123980.00000000
PA
USD
52476348.23000000
0.266305506042
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELZ98
300000.00000000
PA
USD
202355.40000000
0.001026907531
Long
DBT
USGSE
US
N
2
2040-07-30
Fixed
1.99000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital, LP
N/A
36000000.00000000
PA
USD
25283925.36000000
0.128310158096
Long
DBT
CORP
US
N
3
2041-04-15
Fixed
3.41000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
10792166.59890000
PA
USD
10255788.36000000
0.052045788268
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
83000000.00000000
PA
USD
82252759.30000000
0.417414005120
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
6.69200000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
532.19610000
NS
USD
127.17000000
0.000000645358
Long
EC
CORP
KY
N
3
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
14591000.00000000
PA
USD
13115412.17000000
0.066557727294
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
6932734.27570000
PA
USD
6872072.85000000
0.034874203324
Long
LON
CORP
US
N
3
2026-08-19
Variable
7.47000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EM3K6
140000.00000000
PA
USD
94710.70000000
0.000480635214
Long
DBT
USGSE
US
N
2
2046-08-24
Fixed
2.59000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
4150000.00000000
PA
USD
3367144.00000000
0.017087488308
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
9025506.55440000
PA
USD
8346719.87000000
0.042357700826
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AD2
20778393.31720000
PA
USD
8662954.75000000
0.043962520760
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.12500000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
9100000.00000000
PA
USD
6417426.02000000
0.032566974292
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
8765103.89390000
PA
USD
7747738.28000000
0.039318005786
Long
LON
CORP
US
N
2
2027-11-23
Variable
8.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLCK9
366186.77000000
PA
USD
318114.45000000
0.001614358324
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.51000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
4679000.00000000
PA
USD
4097400.30000000
0.020793372579
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
30626278.23520000
PA
USD
1270074.82000000
0.006445340216
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.66300000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
1938000.00000000
PA
USD
1831797.60000000
0.009295955288
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
200000.00000000
PA
USD
172946.00000000
0.000877661529
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNVT7
1165337.00400000
PA
USD
1151792.96000000
0.005845086737
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3215000.00000000
PA
USD
2596923.64000000
0.013178795541
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
10000000.00000000
PA
USD
7467182.00000000
0.037894246613
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust
45256VAD9
559329.91250000
PA
USD
503609.05000000
0.002555701138
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.18500000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
364396.00000000
NS
USD
350621.83000000
0.001779325868
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAM7
1200000.00000000
PA
USD
986515.56000000
0.005006341605
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAG9
2820000.00000000
PA
USD
2597856.47000000
0.013183529441
Long
ABS-O
CORP
KY
Y
2
2038-04-18
Floating
6.80900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
4631986.95400000
PA
USD
4210888.80000000
0.021369300848
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
9371000.00000000
PA
USD
8129342.50000000
0.041254560221
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
17276000.00000000
PA
USD
14933573.25000000
0.075784480351
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
300000.00000000
PA
USD
302470.82000000
0.001534970467
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339AK6
220000.00000000
PA
USD
215194.59000000
0.001092063493
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPAH7
305557.23360000
PA
USD
305406.35000000
0.001549867613
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
38420000.00000000
PA
USD
29864470.73000000
0.151555381780
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
29769750.00000000
PA
USD
24356299.58000000
0.123602668702
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43732VAE6
46717923.90810000
PA
USD
41243283.99000000
0.209300265439
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.65200000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
3622EAAB6
11075465.42720000
PA
USD
3339465.48000000
0.016947026128
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.18500000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
15902511.73180000
PA
USD
14296299.21000000
0.072550459856
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings, Inc.
893521AB0
1265000.00000000
PA
USD
1612169.63000000
0.008181393401
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
MSD ACQUISITION CORP-A
N/A
MSD Acquisition Corp.
N/A
125260.00000000
NS
USD
0.13000000
0.000000000659
N/A
DE
US
N
2
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
125260.00000000
11.50000000
USD
2023-05-13
XXXX
-139706.33000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
22568371.02330000
PA
USD
21064031.34000000
0.106895157809
Long
ABS-O
CORP
US
N
3
2031-03-22
Fixed
3.69000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02149FAA2
6137855.29870000
PA
USD
3537959.84000000
0.017954339761
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Y6
1550000.00000000
PA
USD
1233907.78000000
0.006261800732
Long
DBT
CORP
US
N
2
2031-06-07
Fixed
2.67300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust
94989XBF1
37500341.09480000
PA
USD
804371.07000000
0.004081999835
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
1.01600000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
3640280.12440000
PA
USD
3622078.72000000
0.018381223903
Long
LON
CORP
US
N
3
2025-02-12
Variable
7.84000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
103293690.22010000
PA
USD
4536132.08000000
0.023019836360
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.04100000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
13350000.00000000
NS
USD
13316625.00000000
0.067578836542
Long
EP
CORP
US
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAW6
21979031.11400000
PA
USD
1014732.30000000
0.005149535128
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
1.88300000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
28124000.00000000
PA
USD
25179417.20000000
0.127779803005
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334GS7
12823229.81700000
PA
USD
4626653.38000000
0.023479211324
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.20500000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBE0
18585000.00000000
PA
USD
17766356.77000000
0.090160211023
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
6.99200000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
1630000.00000000
PA
USD
1413225.37000000
0.007171796628
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
610227.00000000
NS
USD
6084024.21000000
0.030875036100
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12X5
1949843.12550000
PA
USD
1469721.57000000
0.007458501965
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.07000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
8085084.97070000
PA
USD
7820090.65000000
0.039685177572
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186XAB3
2500000.00000000
PA
USD
2252035.53000000
0.011428566995
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Fixed
5.25400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
68382907.14040000
PA
USD
66310569.98000000
0.336511028112
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAG9
2950000.00000000
PA
USD
2778158.37000000
0.014098520486
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
6.87400000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
7885000.00000000
PA
USD
7439600.01000000
0.037754274301
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
1359473.00000000
NS
USD
23586856.55000000
0.119697920708
Long
EP
CORP
US
N
2
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMLD2
2870000.00000000
PA
USD
1766849.49000000
0.008966358433
Long
DBT
USGSE
US
N
2
2045-12-22
Fixed
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXF2
174745.87650000
PA
USD
170642.90000000
0.000865973821
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BHJ34
449209.65000000
PA
USD
279139.51000000
0.001416569387
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
Y
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAD6
3551648.75000000
PA
USD
2828482.99000000
0.014353906462
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
3.70000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELKD5
720000.00000000
PA
USD
576820.08000000
0.002927230428
Long
DBT
USGSE
US
N
2
2037-01-29
Fixed
2.43000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
21201423.33010000
PA
USD
662938.83000000
0.003364263454
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.00900000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAG9
24200000.00000000
PA
USD
23308793.86000000
0.118286815936
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.20800000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
3135000.00000000
PA
USD
2375758.02000000
0.012056430431
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
35900000.00000000
PA
USD
34816225.67000000
0.176684409420
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
6.30800000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
15731000.00000000
NS
USD
15809655.00000000
0.080230395542
Long
EP
CORP
US
N
2
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
19683000.00000000
PA
USD
18628188.03000000
0.094533808226
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGR6
5000000.00000000
PA
USD
5114062.50000000
0.025952701510
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
8000000.00000000
PA
USD
7112000.00000000
0.036091778922
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
23550000.00000000
PA
USD
22763957.52000000
0.115521895699
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
6.42300000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAD2
3000000.00000000
PA
USD
2864265.42000000
0.014535494138
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
16498061.46200000
PA
USD
16220209.85000000
0.082313867826
Long
LON
CORP
US
N
3
2027-01-29
Variable
10.91000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
8490000.00000000
PA
USD
7302715.95000000
0.037059618897
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
636074.60460000
PA
USD
572860.75000000
0.002907137730
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.59900000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
300000.00000000
PA
USD
299250.00000000
0.001518625540
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7H1
1612000.00000000
PA
USD
353197.26000000
0.001792395588
Long
DBT
USGA
US
N
2
2055-09-15
None
0.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
32078000.00000000
PA
USD
22524977.53000000
0.114309126721
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
69794768.12010000
PA
USD
62672016.61000000
0.318046199115
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
360000.00000000
PA
USD
357472.72000000
0.001814092573
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Vendor Financing Notes III DAC
N/A
5000000.00000000
PA
5234649.69000000
0.026564654014
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
41099579.60240000
PA
USD
1403813.68000000
0.007124034446
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.01200000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
458931.20000000
PA
USD
454341.89000000
0.002305681531
Long
LON
CORP
US
N
2
2027-11-12
Variable
9.66000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168MAC7
11647981.17560000
PA
USD
10768261.57000000
0.054646472998
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
18300000.00000000
PA
USD
15528648.00000000
0.078804349069
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
461538.00000000
PA
USD
183514.34000000
0.000931293446
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
27690000.00000000
PA
USD
22048602.77000000
0.111891633397
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
117200000.00000000
PA
USD
114183597.82000000
0.579455732436
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
32006341.58270000
PA
USD
28664645.88000000
0.145466544149
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
15200000.00000000
PA
USD
14860878.88000000
0.075415572993
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
6.84200000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAA3
1250000.00000000
PA
USD
1456375.00000000
0.007390771165
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
6008500.00000000
PA
USD
5752172.58000000
0.029190964718
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
6.00800000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv plc / Aptiv Corp.
00217GAC7
1300000.00000000
PA
USD
1019957.72000000
0.005176052944
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXS4
290174.68800000
PA
USD
283210.70000000
0.001437229748
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162DAF6
4978038.62350000
PA
USD
4292240.63000000
0.021782142843
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
5.14100000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AH1
10130000.00000000
PA
USD
10492745.98000000
0.053248294178
Long
DBT
CORP
GB
N
2
2034-03-02
Variable
6.01600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMK69
1224660.02900000
PA
USD
1085214.73000000
0.005507217395
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H32U5
824343.04000000
PA
USD
454613.07000000
0.002307057707
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
1350000.00000000
NC
30704.76000000
0.000155819658
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
1435054.05000000
USD
1350000.00000000
EUR
2023-04-17
30704.76000000
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
61874243.64220000
PA
USD
61335226.17000000
0.311262292334
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
6.29200000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
3500000.00000000
PA
USD
2472882.51000000
0.012549315080
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
15836295.72680000
PA
USD
14727755.03000000
0.074739999798
Long
LON
CORP
US
N
2
2028-01-17
Variable
9.33000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co.
260543DH3
800000.00000000
PA
USD
922815.00000000
0.004683075782
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AD2
500000.00000000
PA
USD
438462.17000000
0.002225095571
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CV4
500000.00000000
PA
USD
501285.57000000
0.002543910006
Long
DBT
CORP
JP
N
2
2026-02-20
Variable
5.71900000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
12642000.00000000
PA
USD
11330392.50000000
0.057499159338
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
8675000.00000000
PA
USD
7176480.50000000
0.036419002762
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BB6
14550000.00000000
PA
USD
11752693.97000000
0.059642243041
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
89110000.00000000
PA
USD
74664815.43000000
0.378906919542
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
9315080.00000000
NS
USD
931.51000000
0.000004727200
Long
EC
CORP
US
N
3
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
74981000.00000000
PA
USD
44462023.43000000
0.225634634431
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
6296439.82250000
PA
USD
6097753.15000000
0.030944707341
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.38500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
14350000.00000000
PA
USD
12921019.83000000
0.065571230477
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.52400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
60084693.62710000
PA
USD
55108034.67000000
0.279660714870
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA, Inc.
62954HAL2
1400000.00000000
PA
USD
992841.00000000
0.005038441771
Long
DBT
CORP
NL
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
44753000.00000000
PA
USD
37799760.85000000
0.191825170404
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
38804000.00000000
PA
USD
12199977.60000000
0.061912105511
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
10050000.00000000
PA
USD
8496200.66000000
0.043116281763
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDRL5
2472000.00000000
PA
USD
1750098.82000000
0.008881352601
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.49000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
23950000.00000000
PA
27491220.99000000
0.139511680297
Long
LON
CORP
GB
N
2
2025-07-23
Variable
8.71000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
36290352.69230000
PA
USD
33401277.71000000
0.169503871039
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
20300000.00000000
PA
USD
14691719.00000000
0.074557125160
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
9982129.04670000
PA
USD
9489686.66000000
0.048157996762
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System Revenue Bonds
88283KBL1
3150000.00000000
PA
USD
2348162.15000000
0.011916387681
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
5950000.00000000
PA
USD
5612308.11000000
0.028481184413
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
5124250.00000000
PA
USD
4599670.28000000
0.023342278242
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
43975372.25450000
PA
USD
38021445.46000000
0.192950169270
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17311BAS2
21231254.84700000
PA
USD
11700892.74000000
0.059379363606
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.00500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AV1
9200000.00000000
PA
USD
9529688.26000000
0.048360995764
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
5843935.97240000
PA
USD
1459554.57000000
0.007406906758
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.00500000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
4150000.00000000
PA
USD
3561034.49000000
0.018071438350
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AA3
24924224.91440000
PA
USD
23861949.46000000
0.121093954523
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
14901761.78370000
PA
USD
14840140.02000000
0.075310328006
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
6.36500000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
11412557.74040000
PA
USD
10306680.90000000
0.052304056308
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group, Inc.
02772AAA7
2000000.00000000
PA
USD
1939825.94000000
0.009844174490
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AB6
1155000.00000000
PA
USD
1150246.51000000
0.005837238856
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.15000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
204380031.46080000
PA
USD
21688318.43000000
0.110063272493
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.48600000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
9790000.00000000
PA
USD
8456207.17000000
0.042913323917
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
6525000.00000000
PA
USD
6443568.00000000
0.032699638881
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
2160000.00000000
PA
USD
2071068.74000000
0.010510201785
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
52000000.00000000
PA
USD
48870510.00000000
0.248006698923
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.33400000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AN9
1200000.00000000
PA
USD
955491.00000000
0.004848899034
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.20000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
5600000.00000000
PA
USD
5306175.84000000
0.026927632921
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
7.17300000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
-1092.87000000
PA
USD
-32.79000000
-0.00000016640
Short
LON
CORP
US
N
3
2027-10-22
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AGTT9
5616556.54220000
PA
USD
4388669.44000000
0.022271497074
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
34073696.69160000
PA
USD
1119709.38000000
0.005682269881
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.86100000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
5650000.00000000
PA
USD
5600217.85000000
0.028419829100
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
6.71500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
25995169.94700000
PA
USD
24175508.05000000
0.122685192896
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAX6
13690000.00000000
PA
USD
12874598.27000000
0.065335651641
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport Revenue Bonds
2350366Z8
13800000.00000000
PA
USD
10986171.72000000
0.055752317340
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEHA1
350000.00000000
PA
USD
306616.80000000
0.001556010371
Long
DBT
USGSE
US
N
2
2043-06-22
Fixed
3.62500000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
30000000.00000000
PA
USD
21654916.80000000
0.109893766834
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.96900000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd.
01750CAG8
2500000.00000000
PA
USD
2340199.75000000
0.011875980316
Long
ABS-O
CORP
KY
N
2
2031-06-13
Floating
6.69200000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAC3
2200000.00000000
PA
USD
2158675.86000000
0.010954787950
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
6.17400000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
889732.08580000
PA
USD
845512.58000000
0.004290783621
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BP6
1000000.00000000
PA
USD
985849.23000000
0.005002960132
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
74000.00000000
PA
USD
66724.45000000
0.000338611374
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBA3
20200000.00000000
PA
USD
15763389.97000000
0.079995611060
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
32350000.00000000
PA
USD
20263219.60000000
0.102831220762
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
27170000.00000000
PA
USD
21767124.32000000
0.110463194422
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
1340000.00000000
PA
USD
1278973.30000000
0.006490497974
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University Revenue Bonds
13077DKU5
5000000.00000000
PA
USD
3559057.00000000
0.018061403039
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39538WFH6
97559.22000000
PA
USD
78802.59000000
0.000399905182
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.19700000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP / PTL Finance Corp.
709599BM5
1620000.00000000
PA
USD
1447233.93000000
0.007344382318
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AC2
749139.35190000
PA
USD
698904.09000000
0.003546778951
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
5.37300000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690BT6
350000.00000000
PA
USD
290475.58000000
0.001474097358
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
980083000.00000000
PA
USD
1029852839.84000000
5.226268422123
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
2290000.00000000
PA
USD
1745048.70000000
0.008855724393
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
10600000.00000000
PA
USD
10289566.28000000
0.052217203513
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
6.82300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
7000000.00000000
PA
USD
6717309.20000000
0.034088813076
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.31500000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
57000.00000000
PA
USD
45559.80000000
0.000231205600
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
17139000.00000000
PA
USD
13960898.95000000
0.070848379986
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting, Inc.
00510RAD5
34050000.00000000
PA
USD
27756629.75000000
0.140858569258
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Elmwood CLO 19 Ltd
N/A
Elmwood CLO 19 Ltd.
29004JAC7
4000000.00000000
PA
USD
3999507.60000000
0.020296589440
Long
ABS-O
CORP
KY
N
2
2034-10-17
Floating
6.66800000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
42436000.00000000
PA
USD
42070838.22000000
0.213499914527
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923LAB8
4143327.52900000
PA
USD
3622162.39000000
0.018381648509
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.22500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWWA0
720000.00000000
PA
USD
444633.84000000
0.002256415390
Long
DBT
USGSE
US
N
2
2045-10-05
Fixed
2.02000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAE0
12600000.00000000
PA
USD
11453970.78000000
0.058126290941
Long
ABS-O
CORP
US
N
2
2033-08-26
Floating
7.40800000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAB0
4022776.56200000
PA
USD
3978572.68000000
0.020190349492
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
13010000.00000000
PA
USD
11760679.62000000
0.059682768394
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
4710000.00000000
PA
USD
4216746.43000000
0.021399026985
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust
46412RAE5
478.40730000
PA
USD
462.90000000
0.000002349111
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.35000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
11548261.40010000
PA
USD
246014.92000000
0.001248469643
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.80500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive LLC
12479RAE7
267785.55410000
PA
USD
260122.76000000
0.001320063715
Long
ABS-O
CORP
US
N
2
2047-04-15
Fixed
4.18000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
17485319.38000000
PA
USD
17072840.70000000
0.086640775045
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
10200000.00000000
PA
USD
7371298.26000000
0.037407658488
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
30297000.00000000
PA
USD
25807124.27000000
0.130965273309
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
1640000.00000000
PA
USD
1449776.22000000
0.007357283860
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
144771800.00000000
PA
USD
51265637.22000000
0.260161423630
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
172354.93860000
PA
USD
161923.78000000
0.000821726275
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.38500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
2775975.75900000
NS
USD
26954724.62000000
0.136789083506
Long
EC
RF
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
21890000.00000000
PA
USD
20262478.06000000
0.102827457615
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
6500000.00000000
PA
USD
6846914.75000000
0.034746531701
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
110871000.00000000
PA
USD
87635528.37000000
0.444730331226
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
1100000.00000000
PA
USD
970898.09000000
0.004927086504
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKV46
2711260.47000000
PA
USD
2333343.81000000
0.011841187983
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.42000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAL4
19167917.91170000
PA
USD
17835538.69000000
0.090511293498
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
7.29200000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421UU5
16761000.00000000
PA
USD
14748789.99000000
0.074846747425
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.46000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
669971AA1
2866644.97320000
PA
USD
1883152.12000000
0.009556567771
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.97500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J5NB1
169753.49850000
PA
USD
169669.85000000
0.000861035814
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
11950000.00000000
PA
USD
11546448.50000000
0.058595594291
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
2701158.19780000
PA
2901319.97000000
0.014723537533
Long
LON
CORP
US
N
2
2025-03-31
Variable
6.41000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923TAA3
821955.35600000
PA
USD
689031.38000000
0.003496677198
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.16500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
30265000.00000000
PA
USD
24785140.71000000
0.125778939688
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
29235499.54990000
PA
USD
26366912.33000000
0.133806070118
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.09000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-2700000.00000000
NC
-2257.38000000
-0.00001145568
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
2700000.00000000
EUR
2929260.24000000
USD
2023-04-17
-2257.38000000
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
10585013.97940000
PA
USD
9398709.12000000
0.047696306484
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
15600000.00000000
PA
USD
15136625.40000000
0.076814923730
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
6.35800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGQ8
3450000.00000000
PA
USD
3541101.56000000
0.017970283274
Long
DBT
UST
US
N
2
2030-02-28
Fixed
4.00000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
10575071.00000000
PA
USD
1540787.84000000
0.007819147087
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
108448051.77850000
PA
USD
3340633.79000000
0.016952955035
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.77700000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
7177305.71340000
PA
USD
6956823.55000000
0.035304293808
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAM0
10746047.59810000
PA
USD
9199718.21000000
0.046686472973
Long
ABS-MBS
USGSE
US
N
3
2052-10-25
Variable
4.31600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKEF0
6048969.47330000
PA
USD
5160205.52000000
0.026186866819
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEEQ6
3651325.19840000
PA
USD
2938685.03000000
0.014913156696
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.54000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377AAD4
3336858.93310000
PA
USD
1348540.15000000
0.006843533881
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.14500000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AB9
1657733.75390000
PA
USD
1177372.24000000
0.005974895753
Long
DBT
CORP
US
N
2
2052-02-15
Floating
5.02400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NF4
1400000.00000000
PA
USD
1001377.57000000
0.005081762918
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
9420270.84550000
PA
USD
7928279.87000000
0.040234213203
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
1800400.00000000
NS
USD
33487440.00000000
0.169941125022
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1RZ3
10967794.32000000
PA
USD
7688758.12000000
0.039018694917
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.07000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
22747375.81390000
PA
USD
20673852.42000000
0.104915088725
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAD8
29206000.00000000
PA
USD
22874431.26000000
0.116082524748
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
400000.00000000
PA
USD
375791.76000000
0.001907057525
Long
ABS-O
CORP
US
Y
2
2038-12-13
Floating
6.58400000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38518000.00000000
PA
USD
32521517.76000000
0.165039289822
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
23000000.00000000
PA
USD
22350158.00000000
0.113421957454
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
6.23200000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
25548923.51300000
PA
USD
13920307.98000000
0.070642390065
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
4.97500000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
36500000.00000000
PA
USD
35313750.00000000
0.179209231991
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.51500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
2650000.00000000
PA
USD
2279007.42000000
0.011565443189
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.63800000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
200000.00000000
NC
-89.31000000
-0.00000045322
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
246897.10000000
USD
200000.00000000
GBP
2023-04-17
-89.31000000
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2F1
1650000.00000000
PA
USD
1599935.07000000
0.008119305798
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.25000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
15698186.31250000
PA
USD
15415618.96000000
0.078230752454
Long
LON
CORP
US
N
2
2028-01-26
Variable
7.59000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
33794000.00000000
PA
USD
25429223.28000000
0.129047511922
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDE96
140000.00000000
PA
USD
104005.81000000
0.000527805779
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.06000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAE6
3100000.00000000
PA
USD
2997566.39000000
0.015211966177
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
6.16100000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
43921000.00000000
PA
USD
34542072.77000000
0.175293145941
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
1500000.00000000
PA
USD
1145304.61000000
0.005812159840
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
10750000.00000000
PA
USD
10443840.22000000
0.053000108594
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
8142000.00000000
PA
USD
8139976.31000000
0.041308524383
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
AVERY POINT CLO LTD AVERY_13-3A
N/A
Avery Point II CLO Ltd.
N/A
2375019.00000000
PA
USD
16316.38000000
0.000082801909
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAA9
14297982.82390000
PA
USD
14101294.05000000
0.071560853117
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
12800000.00000000
PA
USD
12438617.60000000
0.063123149116
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.34200000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
92927BAA0
4657061.84210000
PA
USD
3639120.33000000
0.018467706189
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
3.94800000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
20344312.21450000
PA
USD
20344043.67000000
0.103241384494
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
90100000.00000000
PA
USD
89452406.25000000
0.453950572336
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GK3
3700000.00000000
PA
USD
1296894.47000000
0.006581443826
Long
DBT
UST
US
N
2
2052-08-15
None
0.00000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
108854126.99000000
PA
USD
95653495.86000000
0.485419688658
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
3500000.00000000
PA
USD
3346040.95000000
0.016980395139
Long
ABS-O
CORP
KY
Y
2
2037-01-15
Floating
6.45900000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
3356100.00000000
PA
USD
3279550.72000000
0.016642972377
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
7700000.00000000
PA
USD
7341673.57000000
0.037257319939
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
6.44200000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
9250000.00000000
PA
USD
9296701.03000000
0.047178638678
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
11572283.76140000
PA
USD
9735874.58000000
0.049407344341
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
6920000.00000000
PA
USD
7077651.37000000
0.035917467454
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
34492000.00000000
PA
USD
27610501.08000000
0.140116999566
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
5350000.00000000
PA
USD
4587341.45000000
0.023279712240
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.24600000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Strip Principal
912803FV0
310000000.00000000
PA
USD
112676298.30000000
0.571806530939
Long
DBT
UST
US
N
2
2051-02-15
None
0.00000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
51999539.83950000
PA
USD
46589691.79000000
0.236432066387
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
1803000000.00000000
OU
Notional Amount
USD
-48554393.34000000
-0.24640247892
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
7169.15000000
USD
0.00000000
USD
1803000000.00000000
USD
-48561562.49000000
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
7500000.00000000
PA
USD
7240284.75000000
0.036742794788
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.06000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
31150000.00000000
PA
USD
29297412.94000000
0.148677692748
Long
ABS-O
CORP
KY
Y
2
2036-11-16
Floating
6.77800000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
35623499.37080000
PA
USD
30999939.64000000
0.157317627684
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
7108000.00000000
PA
USD
4242291.10000000
0.021528660363
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02150DAA3
15523393.73410000
PA
USD
12857427.83000000
0.065248515572
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.18500000
N
N
N
N
N
N
AFTERNEXT HEALTHTECH ACQUI-A
N/A
AfterNext HealthTech Acquisition Corp.
N/A
203900.00000000
NS
USD
33959.55000000
0.000172336975
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
203900.00000000
11.50000000
USD
2023-07-09
XXXX
-151342.38000000
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
27500000.00000000
PA
USD
26867920.75000000
0.136348573652
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
6.39200000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
33971000.00000000
PA
USD
28575830.07000000
0.145015824157
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
20387674.38130000
PA
USD
567660.13000000
0.002880745769
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
0.91200000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
26450000.00000000
PA
USD
23671967.08000000
0.120129837248
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVY24
2804336.39100000
PA
USD
2224006.99000000
0.011286328544
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.96000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
6665625.00000000
PA
USD
5382105.58000000
0.027312959045
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
817300000.00000000
PA
USD
813021941.23000000
4.125901035146
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
2500000.00000000
PA
USD
2454893.75000000
0.012458026223
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
6.38800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
28000000.00000000
PA
USD
26454335.60000000
0.134249723286
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.06100000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAH8
1190000.00000000
PA
USD
1238153.04000000
0.006283344458
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1300000.00000000
PA
USD
945217.52000000
0.004796763465
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
9017916.96680000
PA
USD
8068470.99000000
0.040945651182
Long
ABS-MBS
USGSE
US
N
3
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
21900000.00000000
PA
USD
21893429.78000000
0.111104165842
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
7.21800000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
16048000.00000000
PA
USD
15041222.46000000
0.076330775555
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
81000.00000000
PA
USD
65098.44000000
0.000330359744
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAC5
13230676.85810000
PA
USD
12347563.58000000
0.062661070719
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
19500000.00000000
PA
USD
18423576.60000000
0.093495451857
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
6.66100000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
1300000.00000000
PA
USD
1001157.74000000
0.005080647331
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
81500000.00000000
PA
USD
78953125.00000000
0.400669113151
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
850000.00000000
PA
USD
794008.49000000
0.004029412103
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCQ8
450000.00000000
PA
USD
419087.25000000
0.002126772268
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
Federated Hermes U.S. Treasury
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
3262182.90000000
NS
USD
3262182.90000000
0.016554834650
Long
STIV
RF
US
N
1
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AB1
5184238.78280000
PA
USD
4897814.26000000
0.024855290983
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
43590000.00000000
PA
USD
38138573.14000000
0.193544565549
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
6500000.00000000
PA
USD
4116139.43000000
0.020888469392
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150PAA7
9786775.94440000
PA
USD
3379850.35000000
0.017151970138
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.10500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
25690003.18020000
PA
USD
984597.63000000
0.004996608547
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.22600000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30329XAE8
2000000.00000000
PA
USD
1979510.00000000
0.010045562049
Long
ABS-O
CORP
US
Y
2
2039-10-19
Floating
8.60100000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
1350000.00000000
PA
USD
1267457.38000000
0.006432057304
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
37412000.00000000
NS
USD
32735500.00000000
0.166125200916
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LF5Y0
699562.91250000
PA
USD
648741.23000000
0.003292213871
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.63000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
4550000.00000000
PA
USD
4152057.00000000
0.021070742873
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
3750000.00000000
PA
USD
3630890.63000000
0.018425942338
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.03400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDEF2
12270389.67550000
PA
USD
8960704.71000000
0.045473533940
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.57000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BE8
360000.00000000
PA
USD
341704.75000000
0.001734073719
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
14140000.00000000
PA
USD
10826308.68000000
0.054941048850
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
6241000.00000000
PA
USD
5517730.51000000
0.028001224651
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
29272784.71490000
PA
USD
968050.99000000
0.004912638121
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJW71
152931.53700000
PA
USD
149261.32000000
0.000757467177
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
6446292.19790000
PA
USD
5422659.67000000
0.027518761808
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.42500000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
7650000.00000000
PA
USD
6387750.00000000
0.032416375254
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAN0
1950000.00000000
PA
USD
1544645.90000000
0.007838725862
Long
ABS-O
CORP
KY
Y
2
2039-07-27
Fixed
3.65000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1133722.83900000
NS
USD
27447429.93000000
0.139289450649
Long
EC
RF
US
N
1
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
13241355.00000000
PA
USD
12844114.35000000
0.065180952696
Long
LON
CORP
US
N
2
2028-07-10
Variable
7.67000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
26571000.00000000
NS
USD
23482121.25000000
0.119166412933
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947DAE6
4410000.00000000
PA
USD
4338827.01000000
0.022018558102
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Floating
6.28400000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1000000.00000000
PA
USD
731396.40000000
0.003711670018
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCX1
1000000.00000000
PA
USD
974572.25000000
0.004945732029
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.46800000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
7243686.51530000
PA
USD
7156762.28000000
0.036318937290
Long
LON
CORP
US
N
3
2026-11-25
Variable
10.09000000
N
N
N
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
611700.00000000
NS
USD
6251574.00000000
0.031725313094
Long
EC
CORP
US
N
1
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
7250000.00000000
PA
USD
6844350.90000000
0.034733520746
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
6.98400000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
1100000.00000000
PA
USD
968972.49000000
0.004917314523
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
5000000.00000000
PA
USD
4730221.00000000
0.024004793389
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
6.22800000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
15997123.96000000
PA
USD
0.16000000
0.000000000811
Long
DBT
CORP
US
N
2
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.22480000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
506250000.00000000
NC
USD
1729775.25000000
0.008778215116
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
506250000.00000000
0.10000000
USD
2024-06-20
XXXX
-542720.25000000
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
1200000.00000000
PA
USD
49323.60000000
0.000250306027
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
314320.87450000
PA
USD
280548.39000000
0.001423719132
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.26500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAB5
6788823.28670000
PA
USD
4414746.53000000
0.022403832362
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Floating
5.13000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
39650000.00000000
PA
USD
33567293.50000000
0.170346363333
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
3400000.00000000
PA
USD
3051804.78000000
0.015487213643
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
5107627.45180000
PA
USD
212965.08000000
0.001080749238
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.87700000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
2710000.00000000
PA
USD
2385975.08000000
0.012108279682
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
6791457.73260000
PA
USD
4853708.15000000
0.024631462528
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
iShares iBoxx $ Investment Gra
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
22700.00000000
NS
USD
2488147.00000000
0.012626778887
Long
EC
RF
US
N
1
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
15740311.22120000
PA
USD
15475221.24000000
0.078533220440
Long
LON
CORP
US
N
3
2027-01-29
Variable
10.91000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
4300000.00000000
PA
USD
4246286.98000000
0.021548938543
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
27187131.15100000
PA
USD
25922638.65000000
0.131551482458
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
36922000.00000000
PA
USD
27851310.23000000
0.141339051113
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
77700000.00000000
PA
USD
55780871.96000000
0.283075210753
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362VAD4
131645.53530000
PA
USD
127958.11000000
0.000649358242
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.01500000
N
N
N
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
570000.00000000
NS
USD
5762700.00000000
0.029244388975
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAD0
1450000.00000000
PA
USD
1516379.33000000
0.007695279463
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
11800000.00000000
PA
USD
8986299.44000000
0.045603421360
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFMS0
2063534.15100000
PA
USD
1597173.49000000
0.008105291409
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
5772000.00000000
PA
USD
4145392.68000000
0.021036922968
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
22500000.00000000
PA
USD
21608208.00000000
0.109656730321
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
6.55800000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CU6
1300000.00000000
PA
USD
994088.11000000
0.005044770570
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1250000.00000000
PA
USD
1174319.20000000
0.005959402270
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
81278791.15870000
PA
USD
1784979.79000000
0.009058365573
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd.
64131TAQ7
10200000.00000000
PA
USD
9748317.48000000
0.049470489222
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
6.19200000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
1520062.50000000
PA
USD
1385956.51000000
0.007033413379
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCH7
900000.00000000
PA
USD
852849.66000000
0.004328017629
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.82400000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
1046256.00000000
NS
USD
19366198.56000000
0.098279043447
Long
EP
CORP
US
N
2
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
40185000.00000000
PA
USD
29379201.26000000
0.149092749830
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4950000.00000000
PA
USD
4751044.65000000
0.024110468666
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
6.94200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
6900000.00000000
PA
USD
5617008.55000000
0.028505038075
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
9544292.08510000
PA
USD
9561122.49000000
0.048520517317
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
17588000.00000000
PA
USD
15829200.00000000
0.080329581962
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989NBH9
28768136.59420000
PA
USD
486725.23000000
0.002470019600
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
0.88000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
22421000.00000000
PA
USD
19389540.89000000
0.098397500451
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners, LP
29250RAX4
1040000.00000000
PA
USD
1219272.85000000
0.006187531798
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
17552000.00000000
PA
USD
17222008.01000000
0.087397765143
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
54748000.00000000
PA
USD
46963401.04000000
0.238328555649
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
3825507.80030000
PA
USD
3433393.25000000
0.017423688151
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.30000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
52155924.80110000
PA
USD
52142924.94000000
0.264613458844
Long
ABS-MBS
CORP
US
N
3
2028-01-01
Floating
8.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
21504534.01950000
PA
USD
656546.33000000
0.003331822974
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.41600000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
728350.00000000
NS
USD
19155605.00000000
0.097210329131
Long
EP
CORP
US
N
2
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GAZ2
1020000.00000000
PA
USD
172781.88000000
0.000876828657
Long
DBT
USGA
US
N
2
2061-03-15
None
0.00000000
N
N
N
N
N
N
ASG Resecuritization Trust
N/A
ASG Resecuritization Trust
00212XCD1
2679502.01840000
PA
USD
2413565.73000000
0.012248295942
Long
ABS-MBS
CORP
US
N
2
2045-12-28
Floating
4.31520000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
57282.97940000
PA
USD
29787.15000000
0.000151162996
Long
LON
CORP
US
N
3
2024-01-01
Variable
7.34000000
N
N
Y
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAS3
1272813.28270000
PA
USD
1261443.11000000
0.006401536255
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
7.21800000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CE2
3150000.00000000
PA
USD
2709780.89000000
0.013751520361
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
50802477.98720000
PA
USD
46774491.75000000
0.237369884062
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5550000.00000000
PA
USD
5186570.46000000
0.026320662880
Long
ABS-O
CORP
KY
Y
2
2036-03-15
Floating
6.73400000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
39070658.96760000
PA
USD
1430400.27000000
0.007258955331
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.07400000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
83111000.00000000
NS
USD
79727950.95000000
0.404601178237
Long
EP
CORP
US
N
2
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
93191000.00000000
PA
USD
88480367.35000000
0.449017696480
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
22711651.56500000
PA
USD
21823807.68000000
0.110750849554
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.04500000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM Mortgage Trust
30768WAA6
10642855.64690000
PA
USD
8940656.47000000
0.045371793691
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
17431000.00000000
PA
USD
14118040.26000000
0.071645836316
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
15300000.00000000
PA
USD
13938606.00000000
0.070735248346
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
6.93400000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
34064000.00000000
PA
USD
23734039.20000000
0.120444839108
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
39263225.71120000
PA
USD
506593.77000000
0.002570847912
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.69000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
4400000.00000000
PA
USD
4293921.72000000
0.021790673991
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
6.60600000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago Illinois General Obligation Unlimited
167486ZQ5
4500000.00000000
PA
USD
4801477.05000000
0.024366401601
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
43990000.00000000
PA
USD
15761346.90000000
0.079985242946
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8WZ4
257777.37500000
PA
USD
256004.15000000
0.001299162708
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BA5
13750000.00000000
PA
USD
14028217.23000000
0.071190004912
Long
DBT
CORP
AU
N
2
2033-02-28
Fixed
4.90000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2450000.00000000
PA
USD
1614050.20000000
0.008190936865
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
27554208.70390000
PA
USD
27320077.84000000
0.138643167821
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
6.46800000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
41432000.00000000
PA
USD
40735573.24000000
0.206723749108
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
491250.00000000
PA
USD
485109.38000000
0.002461819529
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.13000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
4849117.75570000
PA
USD
210103.06000000
0.001066225139
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
1.86000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.38.V1
N/A
-216100000.00000000
OU
Notional Amount
-2184982.72000000
-0.01108828926
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
Markit iTraxx Europe Index
N/A
Y
ITRAXX.EUR.38.V1 1% 12/20/2027 - Tenor Quarterly
2027-12-20
0.00000000
EUR
1895694.63000000
EUR
-216100000.00000000
EUR
-261882.52000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
570000.00000000
PA
USD
508613.98000000
0.002581100017
Long
DBT
CORP
AU
N
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418AVT2
212630.00850000
PA
USD
202743.85000000
0.001028878826
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBE8
1020000.00000000
PA
USD
153104.04000000
0.000776968105
Long
DBT
USGA
US
N
2
2063-09-15
None
0.00000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10905750.00000000
PA
USD
9772315.40000000
0.049592273197
Long
LON
CORP
LU
N
2
2028-05-03
Variable
7.34000000
N
N
N
N
N
N
SUTTONPARK CAPITAL LLC
N/A
SPSS
N/A
148984.38000000
PA
USD
134772.67000000
0.000683940580
Long
ABS-O
CORP
US
Y
3
2052-11-15
Variable
5.14000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
42361000.00000000
PA
USD
36435966.93000000
0.184904227117
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
8431000.00000000
PA
USD
7702055.74000000
0.039086177308
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
253750000.00000000
NC
USD
867023.15000000
0.004399944860
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
253750000.00000000
0.10000000
USD
2024-06-20
XXXX
-325601.85000000
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM2 Trust
670843AA9
6437836.68650000
PA
USD
6467853.10000000
0.032822880228
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.31900000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBJ7
1020000.00000000
PA
USD
141732.06000000
0.000719257898
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I Incorporated Trust
61755CAA0
2485333.79460000
PA
USD
2161922.28000000
0.010971262792
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.90500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3800000.00000000
PA
USD
3665145.75000000
0.018599779264
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
34500000.00000000
PA
USD
33571860.30000000
0.170369538802
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.35200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAE2
12000000.00000000
PA
USD
11522932.80000000
0.058476257474
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.39200000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
11750000.00000000
PA
USD
11000796.50000000
0.055826534764
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.35900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LFZ84
2335035.25700000
PA
USD
1976262.23000000
0.010029080356
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.26000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3900000.00000000
PA
USD
3699670.26000000
0.018774983283
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
6.60800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBRJ6
77096.05340000
PA
USD
77874.52000000
0.000395195438
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCJ3
900000.00000000
PA
USD
780920.12000000
0.003962991609
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFDL5
3500000.00000000
PA
USD
2432380.13000000
0.012343774733
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.36000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7T5
1612000.00000000
PA
USD
278506.85000000
0.001413358782
Long
DBT
USGA
US
N
2
2060-09-15
None
0.00000000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
5553721.00000000
PA
5765035.96000000
0.029256243440
Long
LON
CORP
SE
N
2
2028-03-27
Variable
6.26000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
729570000.00000000
PA
USD
742736462.24000000
3.769218249830
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
362463AA9
12226013.99060000
PA
USD
6673780.02000000
0.033867912409
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.14500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
510300000.00000000
NC
USD
1506170.86000000
0.007643473804
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
510300000.00000000
0.10000000
USD
2023-12-19
XXXX
-471241.64000000
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
68935000.00000000
PA
USD
50630689.45000000
0.256939208425
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
24982000.00000000
PA
USD
19704552.50000000
0.099996112569
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
8600000.00000000
PA
USD
7656320.45000000
0.038854081136
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
65000000.00000000
PA
USD
63508152.50000000
0.322289398172
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.41200000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
133032.00000000
NS
USD
22668.65000000
0.000115038231
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
133032.00000000
11.50000000
USD
2026-03-31
XXXX
-86720.10000000
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
60436845.28000000
PA
USD
60089287.49000000
0.304939437527
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
6.43400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1Z43
1244215.45300000
PA
USD
877176.50000000
0.004451470797
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
508900000.00000000
NC
USD
1502038.71000000
0.007622504085
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
508900000.00000000
0.20000000
USD
2023-12-19
XXXX
-584311.29000000
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
27967440.95600000
PA
USD
26470209.60000000
0.134330280218
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
11550000.00000000
NS
USD
11362312.50000000
0.057661146062
Long
EP
CORP
US
N
2
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBF5
1100000.00000000
PA
USD
967439.00000000
0.004909532411
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
22046712.91600000
PA
USD
19995330.21000000
0.101471743169
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
22650000.00000000
PA
USD
18829271.84000000
0.095554262727
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
600000.00000000
PA
USD
570157.75000000
0.002893420622
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
15150000.00000000
PA
USD
9556183.38000000
0.048495452459
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61748BAD6
8363113.07710000
PA
USD
4280807.46000000
0.021724122111
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.32500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21690000.00000000
PA
USD
14337653.94000000
0.072760325684
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFK37
5745178.41300000
PA
USD
4426412.75000000
0.022463035769
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.94000000
N
N
N
N
N
N
Blue Whale Acquisition Corp.
N/A
Blue Whale Acquisition Corp. I
SBP818Y98
82674.00000000
NS
USD
6919.81000000
0.000035116458
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
82674.00000000
1.00000000
USD
2023-07-09
XXXX
-357428.91000000
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JGT9
27400000.00000000
PA
USD
20936050.93000000
0.106245686399
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
51900000.00000000
PA
USD
51884429.48000000
0.263301653305
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
7.39100000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5362609.85060000
PA
USD
1083836.00000000
0.005500220655
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.38500000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
9000000.00000000
PA
USD
9427204.62000000
0.047840914651
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
4577268.52480000
PA
USD
1844822.76000000
0.009362055006
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.34500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAG8
5848856.88880000
PA
USD
5472712.81000000
0.027772770084
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.78800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNYV9
1117522.96500000
PA
USD
1136513.41000000
0.005767546503
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
16750000.00000000
PA
USD
15788526.55000000
0.080123173474
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.81500000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
37152000.00000000
PA
USD
35793819.48000000
0.181645475177
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.48400000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7R9
1612000.00000000
PA
USD
291875.17000000
0.001481199959
Long
DBT
USGA
US
N
2
2059-09-15
None
0.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-78675000.00000000
NC
-1205219.31000000
-0.00611621328
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
78675000.00000000
GBP
95882796.00000000
USD
2023-04-17
-1205219.31000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1660000.00000000
PA
USD
1541728.90000000
0.007823922752
Long
DBT
CORP
DK
N
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAA4
1822709.46030000
PA
USD
1438752.80000000
0.007301342517
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
80698954.04000000
PA
USD
72097325.16000000
0.365877491644
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7F5
1020000.00000000
PA
USD
236360.52000000
0.001199475764
Long
DBT
USGA
US
N
2
2054-09-15
None
0.00000000
N
N
N
N
N
N
VICOF II TRUST
N/A
VICOF 2
N/A
783704.58000000
PA
USD
736600.32000000
0.003738078726
Long
ABS-O
CORP
US
N
3
2030-02-22
Variable
4.00000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
1500000.00000000
PA
USD
1418300.02000000
0.007197549320
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
24039000.00000000
PA
USD
24414511.78000000
0.123898082348
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.00000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio Texas Electric & Gas Systems Revenue Bonds
79625GDG5
10500000.00000000
PA
USD
7628374.95000000
0.038712264093
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.90500000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAQ5
5510000.00000000
PA
USD
5444740.66000000
0.027630817799
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
6.10800000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1652094.12000000
PA
USD
1337634.53000000
0.006788190345
Long
LON
CORP
US
N
2
2027-03-09
Variable
7.84000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
8327475.83110000
PA
USD
8017453.07000000
0.040686746867
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.44500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
18653089.25170000
PA
USD
17378275.58000000
0.088190787441
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAD0
5700338.31930000
PA
USD
2813404.83000000
0.014277388237
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
4.99500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENGJ3
720000.00000000
PA
USD
548365.68000000
0.002782830833
Long
DBT
USGSE
US
N
2
2041-12-09
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
207200000.00000000
NC
USD
707969.25000000
0.003592782572
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
207200000.00000000
0.10000000
USD
2024-06-20
XXXX
-237380.75000000
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
7540231.61330000
PA
USD
191578.43000000
0.000972216864
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
0.88700000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
15227130.30780000
PA
USD
4937227.98000000
0.025055306628
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.99500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
6160000.00000000
PA
USD
4592153.23000000
0.023304130927
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
586305.00000000
PA
USD
535222.59000000
0.002716132647
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
21750000.00000000
PA
USD
21542411.48000000
0.109322827979
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
6.49200000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
611186.03400000
NS
USD
14821261.32000000
0.075214522906
Long
EC
RF
US
N
1
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
417000.00000000
PA
407272.87000000
0.002066816983
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
20340000.00000000
PA
USD
18553893.75000000
0.094156781689
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
1335900.00000000
PA
USD
1114100.52000000
0.005653806195
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
12457485.66690000
PA
USD
11902671.61000000
0.060403345378
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
45968000.00000000
PA
USD
30988670.32000000
0.157260438454
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
44131736.13250000
PA
USD
43388492.82000000
0.220186711281
Long
LON
CORP
US
N
3
2027-01-29
Variable
10.91000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
9283000.00000000
PA
USD
10372490.01000000
0.052638022541
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
8326798.00000000
PA
8537294.25000000
0.043324822365
Long
LON
CORP
LU
N
2
2028-03-30
Variable
6.72000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
3775000.00000000
PA
USD
2798951.48000000
0.014204040780
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-11829000.00000000
NC
-106836.85000000
-0.00054217266
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11829000.00000000
CAD
8649838.40000000
USD
2023-04-17
-106836.85000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK32
41485725.68000000
PA
USD
324829.08000000
0.001648433540
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
0.50900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
1886809.16000000
PA
USD
1452572.81000000
0.007371475917
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAB8
1080284.69960000
PA
USD
1008966.90000000
0.005120277038
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.24000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
303295000.00000000
PA
USD
134319907.86000000
0.681642916108
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
10000000.00000000
PA
USD
8519763.00000000
0.043235855268
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDH9
1030000.00000000
PA
USD
1026182.97000000
0.005207644669
Long
DBT
CORP
US
N
2
2023-09-15
Floating
5.39600000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
1500000.00000000
PA
USD
151.50000000
0.000000768827
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AK7
10380000.00000000
PA
USD
8274684.29000000
0.041992136677
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
71314000.00000000
NS
USD
64997957.21000000
0.329849817496
Long
EP
CORP
US
N
2
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P35
7405000.00000000
PA
USD
6020792.98000000
0.030554152020
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
2.87400000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
19170000.00000000
PA
USD
19695240.36000000
0.099948855581
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
3854000.00000000
PA
USD
3327774.84000000
0.016887698794
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAD2
19378345.32990000
PA
USD
5862397.10000000
0.029750329033
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.30500000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
8400000.00000000
PA
USD
5972737.93000000
0.030310283595
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
7240000.00000000
PA
USD
386109.20000000
0.001959416181
Long
LON
CORP
US
N
2
2026-07-10
Variable
12.18457000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
33500000.00000000
PA
USD
32680221.50000000
0.165844675128
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.49200000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
12837000.00000000
PA
USD
10957534.83000000
0.055606991650
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAH9
8300000.00000000
PA
USD
8712978.12000000
0.044216377961
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
3000000.00000000
PA
USD
2530228.50000000
0.012840332908
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBH2
25326355.85570000
PA
USD
461729.86000000
0.002343173794
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.90600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
1646886.48250000
PA
USD
1396392.23000000
0.007086372279
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XBH8
525365.00000000
PA
USD
476259.76000000
0.002416909725
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Fixed
3.99600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
1830000.00000000
PA
USD
1559360.17000000
0.007913397429
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
NAVACORD CORP
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
632740.45010000
PA
459527.33000000
0.002331996457
Long
LON
CORP
CA
N
2
2028-03-27
Variable
9.27000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBA6
1020000.00000000
PA
USD
168787.56000000
0.000856558394
Long
DBT
USGA
US
N
2
2061-09-15
None
0.00000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
49562000.00000000
PA
USD
46750942.48000000
0.237250376884
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.36100000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
1620000.00000000
PA
USD
1547326.80000000
0.007852330819
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWS98
360000.00000000
PA
USD
218525.40000000
0.001108966595
Long
DBT
USGSE
US
N
2
2050-09-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAS7
810679.00000000
PA
USD
730932.67000000
0.003709316694
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.34600000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900XWTZJ46JGSP919
Golub Capital Partners CLO 25M Ltd.
38175NAA6
11357186.92830000
PA
USD
11245629.82000000
0.057069008057
Long
ABS-O
CORP
KY
N
2
2030-05-05
Floating
6.18600000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
24000000.00000000
PA
USD
23194080.00000000
0.117704669244
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
6.40400000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
17000000.00000000
PA
17220223.50000000
0.087388709161
Long
LON
CORP
NL
N
2
2025-07-02
Variable
6.24000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
5000000.00000000
PA
USD
4991449.25000000
0.025330467215
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.00300000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
18000000.00000000
PA
USD
15132603.78000000
0.076794514925
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
40667000.00000000
PA
USD
35980473.92000000
0.182592703915
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
13736250.00000000
PA
USD
10096143.75000000
0.051235628261
Long
LON
CORP
US
N
2
2028-05-08
Variable
10.66000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
23330649.01520000
PA
USD
799261.37000000
0.004056069272
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.49100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1600000.00000000
PA
USD
1425103.98000000
0.007232077866
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZS1
8500000.00000000
PA
USD
5436635.87000000
0.027589687837
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.43500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591TAF3
8900914.10510000
PA
USD
53020.97000000
0.000269069337
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.04600000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
34821000.00000000
PA
USD
27688318.94000000
0.140511907468
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749BAE3
25817894.12930000
PA
USD
12378841.15000000
0.062819797258
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.99500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
46892000.00000000
PA
USD
38880032.88000000
0.197307304724
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAY2
14747810.76230000
PA
USD
191283.53000000
0.000970720314
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.97000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
3920495.80720000
PA
USD
1060778.35000000
0.005383208337
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.02500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
2391000.00000000
PA
USD
2981057.15000000
0.015128185547
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12Y3
2681762.98570000
PA
USD
1899965.22000000
0.009641890421
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.17000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
4539239.55340000
PA
USD
4379457.78000000
0.022224749999
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622M8AE6
10107000.00000000
PA
USD
8037848.47000000
0.040790248873
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.07500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BC6
850000.00000000
PA
USD
658385.72000000
0.003341157459
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
42352253.28760000
PA
USD
38030087.25000000
0.192994024385
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LETY3
4188510.71920000
PA
USD
3354287.01000000
0.017022242014
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.49000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
20925000.00000000
PA
USD
19500156.07000000
0.098958847276
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.64200000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAB8
0.04000000
PA
USD
0.04000000
0.000000000202
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.09000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.40.V1
N/A
-196300000.00000000
OU
Notional Amount
USD
-2983760.00000000
-0.01514190189
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY40 V1 5% 6/20/2028
N/A
Y
CDX HY40 V1 5% 6/20/2028 - Tenor Quarterly
2028-06-20
899276.88000000
USD
0.00000000
USD
-196300000.00000000
USD
-3883036.88000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
1282150.00000000
NS
USD
22553018.50000000
0.114451428253
Long
EP
CORP
US
N
2
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
76300000.00000000
PA
USD
75234195.82000000
0.381796395239
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
6.10600000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
5100000.00000000
PA
USD
4532625.00000000
0.023002038728
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAC8
8202261.31540000
PA
USD
3578120.03000000
0.018158143571
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.24500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
19200000.00000000
PA
USD
18320240.64000000
0.092971045414
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.69200000
N
N
N
N
N
N
SP PF PARENT CORP
N/A
SP PF Buyer LLC
N/A
3440907.54950000
PA
USD
2092071.79000000
0.010616787476
Long
LON
CORP
US
N
2
2025-12-22
Variable
9.34000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
14639920.75460000
PA
USD
14555373.75000000
0.073865204094
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
HARRIS CNTY TX CULTURAL EDU FA
N/A
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
414008CU4
1500000.00000000
PA
USD
1244828.40000000
0.006317220389
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
3.34400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAS1
1541794.03230000
PA
USD
1048301.21000000
0.005319889695
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.96000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
5409000.00000000
PA
USD
4445640.87000000
0.022560614095
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
8174000.00000000
PA
USD
7027448.55000000
0.035662699585
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1000000.00000000
PA
USD
483158.00000000
0.002451916721
Long
DBT
MUN
US
N
2
2037-09-01
None
0.00000000
N
N
N
N
N
N
CEAMER FINANCE II LLC
N/A
Ceamer Finance LLC
N/A
7500000.00000000
PA
USD
7375902.83000000
0.037431025631
Long
DBT
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
SYNDIGO LLC
N/A
Syndigo LLC
N/A
15391235.64210000
PA
USD
14159936.79000000
0.071858451656
Long
LON
CORP
US
N
2
2027-12-15
Variable
9.28000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
47450000.00000000
PA
USD
37376594.66000000
0.189677698445
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001FBA2
17065516.16200000
PA
USD
743469.45000000
0.003772937995
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.38400000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAA6
4861884.82550000
PA
USD
1212623.11000000
0.006153785883
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.90500000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
827790.00000000
NS
USD
15934957.50000000
0.080866277169
Long
EP
CORP
BM
N
2
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1927464.80000000
0.009781444522
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.54200000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
104800000.00000000
PA
USD
79489752.00000000
0.403392372860
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AW3
400000.00000000
PA
USD
329551.97000000
0.001672401131
Long
DBT
CORP
NL
N
2
2032-04-01
Variable
2.72700000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
510300000.00000000
NC
USD
1743613.45000000
0.008848440827
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
510300000.00000000
0.10000000
USD
2024-06-20
XXXX
-514464.05000000
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
40891000.00000000
PA
USD
36955193.82000000
0.187539185234
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
6076000.00000000
PA
USD
5240550.00000000
0.026594596742
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
8650000.00000000
PA
USD
7854212.98000000
0.039858340619
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAC4
21695000.00000000
PA
USD
20413326.65000000
0.103592979826
Long
ABS-O
CORP
US
N
2
2033-08-26
Floating
6.70800000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
59035000.00000000
PA
USD
50941822.78000000
0.258518139156
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GBB9
34731399.83400000
PA
USD
1522273.78000000
0.007725192453
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.71500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
17718000.00000000
PA
USD
15402434.58000000
0.078163844731
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
2096000.00000000
PA
USD
1933266.90000000
0.009810888857
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAC8
22250000.00000000
PA
USD
21195490.18000000
0.107562281457
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.07400000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
28872417.97000000
PA
USD
22796246.48000000
0.115685754811
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
532.00000000
NS
USD
683.34000000
0.000003467794
Long
EC
CORP
US
N
3
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
19150000.00000000
PA
USD
16093468.50000000
0.081670684364
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
7100000.00000000
PA
USD
4594039.03000000
0.023313700932
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0MK3
7351642.79250000
PA
USD
5204976.04000000
0.026414067003
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.10000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
84258254.01000000
PA
USD
81997621.91000000
0.416119241020
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
6.40800000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAD3
1000000.00000000
PA
USD
1023476.33000000
0.005193909088
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDXM6
3417000.00000000
PA
USD
2391882.40000000
0.012138257984
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
13804125.00000000
PA
USD
9326480.97000000
0.047329765086
Long
LON
CORP
US
N
2
2028-01-06
Variable
7.97000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAJ1
500000.00000000
PA
USD
495799.32000000
0.002516068538
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
1808219.17810000
PA
USD
2079.45000000
0.000010552734
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
4386068.61000000
PA
USD
4368261.17000000
0.022167929755
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.37000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
105004126.99000000
PA
USD
98282203.80000000
0.498759782277
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
6.81800000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
18928000.00000000
PA
USD
18828472.41000000
0.095550205802
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
9800000.00000000
PA
USD
9321593.40000000
0.047304961782
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
6.20800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WJMJ4
702035.67960000
PA
USD
662805.48000000
0.003363586734
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325GAJ5
10020187.72730000
PA
USD
286030.27000000
0.001451538423
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.00100000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104PT2
9822079.66080000
PA
USD
7345834.18000000
0.037278434086
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.60500000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
19956424.90860000
PA
USD
19943168.45000000
0.101207034126
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
7.20400000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
23687262.44540000
PA
USD
23403015.30000000
0.118764968268
Long
LON
CORP
US
N
3
2026-11-25
Variable
10.09000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAE9
11210000.00000000
PA
USD
10974091.16000000
0.055691011251
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
6.37400000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
16050000.00000000
PA
USD
12676021.80000000
0.064327921319
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
32712000.00000000
PA
USD
27314520.00000000
0.138614963050
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
17480000.00000000
PA
USD
13942325.23000000
0.070754122590
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners, LP
68268NAM5
680000.00000000
PA
USD
664091.00000000
0.003370110455
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
OAKLAND CA REDEV SUCCESSOR AGY
N/A
Oakland Redevelopment Agency Successor Agency Tax Allocation
67232TBQ7
1100000.00000000
PA
USD
970718.32000000
0.004926174212
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AE5
30400000.00000000
PA
USD
29637501.12000000
0.150403562744
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.79200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCW8
1000000.00000000
PA
USD
1032517.89000000
0.005239792944
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
19810000.00000000
PA
USD
16774663.66000000
0.085127594532
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
21546868.25980000
PA
USD
21858672.13000000
0.110927778691
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7588000.00000000
PA
USD
6843699.91000000
0.034730217120
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.63200000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
18723000.00000000
PA
USD
17072380.32000000
0.086638438721
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series
50209LAA5
20716385.04460000
PA
USD
20615156.50000000
0.104617220310
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNRL7
1132702.35650000
PA
USD
1030347.95000000
0.005228780993
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.05000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59023XAA4
8073566.23800000
PA
USD
3930794.15000000
0.019947884343
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
5.12500000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
4815000.00000000
PA
USD
4577716.03000000
0.023230865428
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
14043000.00000000
PA
USD
11655690.00000000
0.059149970003
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JDX3
40642000.00000000
PA
USD
31346925.87000000
0.159078503711
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAB7
10413791.23550000
PA
USD
9890530.51000000
0.050192187934
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DA4
1000000.00000000
PA
USD
1012830.79000000
0.005139885399
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
2024784.59580000
PA
USD
1944115.76000000
0.009865944348
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.18500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
3933140.36870000
PA
USD
3138856.44000000
0.015928980976
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.97800000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
14751000.00000000
PA
USD
13592308.95000000
0.068977869750
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM2 Trust
36169DAB8
3205050.24120000
PA
USD
3175095.84000000
0.016112887670
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.24300000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
715225.00000000
NS
USD
11622406.25000000
0.058981062559
Long
EP
CORP
US
N
2
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
360000.00000000
PA
USD
354775.62000000
0.001800405405
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup, Inc.
745867AP6
1400000.00000000
PA
USD
1461493.73000000
0.007416747553
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729VAD9
10556743.71950000
PA
USD
3765549.31000000
0.019109304445
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.99500000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ENH5
426846.33970000
PA
USD
417763.67000000
0.002120055402
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
6.04500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DU0
10340000.00000000
PA
USD
10630550.28000000
0.053947619590
Long
DBT
CORP
GB
N
2
2029-03-09
Variable
6.16100000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AT8
1640000.00000000
PA
USD
1690260.10000000
0.008577684737
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C4D3
341384.82650000
PA
USD
334114.07000000
0.001695552748
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFU95
175320.78750000
PA
USD
165525.45000000
0.000840003929
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
51600000.00000000
PA
56010641.71000000
0.284241239862
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
5.48400000
N
N
N
N
N
N
Asset Backed Funding Certifica
N/A
ABFC Trust
04545EAA1
15434422.14220000
PA
USD
10609864.10000000
0.053842641942
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.09500000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR, Inc.
62944TAF2
1200000.00000000
PA
USD
1055446.37000000
0.005356149754
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
25194508.29820000
PA
USD
928110.26000000
0.004709948020
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.38000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
21300000.00000000
PA
USD
21429225.82000000
0.108748436554
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAH2
1987000.00000000
PA
USD
1847910.00000000
0.009377722045
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
13861000.00000000
PA
USD
9608187.39000000
0.048759360956
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
19456520.24430000
PA
USD
731666.34000000
0.003713039902
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.65400000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
33313602.37000000
PA
USD
33206332.57000000
0.168514568889
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAE1
21450000.00000000
PA
USD
20551819.86000000
0.104295801299
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.88400000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
32168579.83830000
PA
USD
9342099.79000000
0.047409027037
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.36500000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
13297000.00000000
PA
USD
10655486.46000000
0.054074165020
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
7636737.97640000
PA
USD
6166665.92000000
0.031294423941
Long
LON
CORP
US
N
2
2028-11-30
Variable
8.84000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
27700000.00000000
NS
USD
23548817.61000000
0.119504881758
Long
EP
CORP
US
N
2
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4560000.00000000
PA
USD
4441186.33000000
0.022538008320
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKJK4
3522771.49400000
PA
USD
3005177.16000000
0.015250589100
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
313637VQ0
326281.27700000
PA
USD
308115.47000000
0.001563615779
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.33000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
8952000.00000000
PA
USD
5912762.34000000
0.030005921146
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
31335ABF4
636517.17000000
PA
USD
607849.47000000
0.003084697509
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TTF1
5171884.97510000
PA
USD
4520627.25000000
0.022941152882
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.34500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AP4
475000.00000000
PA
USD
421196.75000000
0.002137477500
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
1100000.00000000
PA
USD
1032926.05000000
0.005241864263
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
737384.18580000
PA
USD
734629.54000000
0.003728077467
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YBE2
1400000.00000000
PA
USD
1311471.84000000
0.006655420656
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
4.72600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAZ3
8033906.38950000
PA
USD
123106.76000000
0.000624738746
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.07200000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
152930.28000000
PA
USD
152483.72000000
0.000773820122
Long
LON
CORP
US
N
2
2026-02-06
Variable
8.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFLC6
2457569.55000000
PA
USD
1815169.30000000
0.009211570455
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
1000000.00000000
PA
USD
952672.10000000
0.004834593759
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.58400000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
154897.82860000
PA
USD
135474.97000000
0.000687504593
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAQ8
6562500.00000000
PA
USD
6101086.69000000
0.030961624297
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.49200000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAE5
1500000.00000000
PA
USD
1473936.60000000
0.007479892282
Long
ABS-O
CORP
KY
Y
2
2034-10-15
Floating
6.60800000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
202136926.50000000
NS
USD
202136926.50000000
1.025798827797
Long
STIV
RF
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
640000.00000000
PA
USD
650748.00000000
0.003302397771
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
300000.00000000
PA
USD
336259.89000000
0.001706442296
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
3852680.44660000
PA
USD
3406410.60000000
0.017286757352
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
2850000.00000000
PA
USD
2671875.00000000
0.013559156609
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AZ9
1340000.00000000
PA
USD
1268633.73000000
0.006438027013
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN N.V.
780641AH9
1140000.00000000
PA
USD
1361640.35000000
0.006910014410
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAU7
8250000.00000000
PA
USD
7920235.95000000
0.040193392142
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
6.66500000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
38462000.00000000
PA
USD
30825696.44000000
0.156433383161
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust 2006-WM4
81377XAD4
5310806.69320000
PA
USD
1499979.99000000
0.007612056550
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.16500000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital, LP
N/A
20300000.00000000
PA
USD
14651627.31000000
0.074353668971
Long
DBT
CORP
US
N
3
2042-04-15
Fixed
3.72000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAJ8
4950000.00000000
PA
USD
4070177.74000000
0.020655224292
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BJ1
1650000.00000000
PA
USD
1448257.88000000
0.007349578631
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
56740000.00000000
PA
USD
48050942.50000000
0.243847580669
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAF9
5050000.00000000
PA
USD
5096891.27000000
0.025865561432
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAG0
12000000.00000000
PA
USD
11216757.60000000
0.056922488122
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
6.94200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
65391146.28530000
PA
USD
2029388.07000000
0.010298681885
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
0.96800000
N
N
N
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
25500000.00000000
PA
USD
25087318.20000000
0.127312421573
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
6.26600000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
62544040.82230000
PA
USD
58782992.45000000
0.298310287950
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
417019.47320000
PA
USD
410844.03000000
0.002084939806
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAG1
2250000.00000000
PA
USD
2172892.50000000
0.011026934158
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBD0
1020000.00000000
PA
USD
156735.24000000
0.000795395617
Long
DBT
USGA
US
N
2
2063-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMKL6
3654995.96000000
PA
USD
3162769.98000000
0.016050336740
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
11100000.00000000
PA
12050160.49000000
0.061151817826
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58200000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding
69144AAA7
9337349.22670000
PA
USD
9281159.86000000
0.047099770783
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.10100000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
17800000.00000000
PA
USD
13394500.00000000
0.067974034417
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
49842000.00000000
NS
USD
43996031.82000000
0.223269833227
Long
EP
CORP
US
N
2
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857LAR9
1000000.00000000
PA
USD
999363.77000000
0.005071543342
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670MH8
1116751.22210000
PA
USD
1086929.05000000
0.005515917178
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.52000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
33182000.00000000
PA
USD
30175208.42000000
0.153132304729
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
21150000.00000000
PA
USD
16662088.02000000
0.084556298819
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1750000.00000000
PA
USD
1674248.10000000
0.008496427486
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68403HAA0
7265279.56320000
PA
USD
4243599.66000000
0.021535301007
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.06500000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.14160000
PA
USD
0.14000000
0.000000000710
Long
ABS-MBS
CORP
US
N
3
2047-02-25
Floating
5.00500000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
4004825.01760000
PA
USD
3884680.27000000
0.019713866913
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.91000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
14431000.00000000
PA
USD
11610508.10000000
0.058920682160
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
28891671.43040000
PA
USD
26544223.13000000
0.134705882012
Long
LON
CORP
US
N
2
2027-10-27
Variable
9.68000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
7449929.51500000
PA
USD
2707015.33000000
0.013737485774
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
4.99500000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06054MAF0
1579038.40000000
PA
USD
62370.75000000
0.000316517339
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
1.74400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDW70
6018000.00000000
PA
USD
4168451.59000000
0.021153941680
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAG5
750000.00000000
PA
USD
667959.38000000
0.003389741601
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
4.60500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAE3
8000000.00000000
PA
USD
7611596.80000000
0.038627118806
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
6.64200000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAJ3
13050000.00000000
PA
USD
12290638.77000000
0.062372190284
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.70800000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
63825082.20610000
PA
USD
970683.76000000
0.004925998828
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.86700000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
73183.00000000
NS
USD
7.32000000
0.000000037147
Long
EC
CORP
US
N
3
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
16150000.00000000
PA
USD
16318704.03000000
0.082813703339
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
63247803.40980000
PA
USD
36684636.75000000
0.186166169773
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.97500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0NM8
1763644.46670000
PA
USD
1309932.80000000
0.006647610379
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.51000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
5059219.43750000
PA
USD
3570415.11000000
0.018119042858
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.01500000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAA4
15343604.18340000
PA
USD
15124147.68000000
0.076751602145
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.15000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
70890000.00000000
PA
USD
30700279.84000000
0.155796922503
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
13475000.00000000
PA
USD
11020084.08000000
0.055924414837
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co.
678858BX8
1000000.00000000
PA
USD
1030969.89000000
0.005231937197
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.40000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCK7
20000.00000000
PA
USD
16353.20000000
0.000082988762
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
9167707.50000000
PA
USD
7604072.48000000
0.038588934597
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
2450000.00000000
PA
USD
1999812.50000000
0.010148592609
Long
DBT
CORP
US
N
2
N/A
Variable
3.65000000
N
N
N
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
1000000.00000000
PA
USD
739932.60000000
0.003754989288
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
1660000.00000000
PA
USD
1548261.63000000
0.007857074868
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
15000000.00000000
PA
USD
13682191.50000000
0.069434003204
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEJ9
8000000.00000000
PA
USD
5982260.00000000
0.030358605930
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.07100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
3200000.00000000
PA
USD
2987375.01000000
0.015160247246
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
31550000.00000000
PA
USD
25243036.37000000
0.128102655792
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
14501183.29780000
PA
USD
7705187.79000000
0.039102071748
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.02610000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal S.A.
03938LAS3
1000000.00000000
PA
USD
1013613.32000000
0.005143856560
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAE7
6240186.97580000
PA
USD
6002001.54000000
0.030458789746
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.12500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAN8
4200000.00000000
PA
USD
4017006.00000000
0.020385389831
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
6.49800000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
21640000.00000000
PA
USD
19849013.01000000
0.100729216730
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
14970000.00000000
PA
USD
10583220.84000000
0.053707433470
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKV0
1000000.00000000
PA
USD
1013181.16000000
0.005141663447
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
1100000.00000000
PA
USD
1032558.42000000
0.005239998624
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
15473000.00000000
PA
USD
12345753.36000000
0.062651884266
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
15329120.07510000
PA
USD
15265205.31000000
0.077467437465
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.18400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
58425518.57700000
PA
USD
57041382.99000000
0.289472016915
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.75800000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
355975000.00000000
PA
USD
147959132.76000000
0.750858873612
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAQ6
27431000.00000000
PA
USD
22225512.67000000
0.112789410815
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAL5
8000000.00000000
PA
USD
7120955.20000000
0.036137224521
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.87400000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
472000.00000000
NS
USD
11705600.00000000
0.059403251877
Long
EP
CORP
US
N
2
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
1650000.00000000
PA
USD
1544747.60000000
0.007839241967
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
6676043.12160000
PA
USD
5622591.56000000
0.028533370578
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.06100000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
59270020.12340000
PA
USD
1561089.35000000
0.007922172623
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.73800000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
15800000.00000000
PA
USD
8015355.80000000
0.040676103700
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEUN5
5235200.23500000
PA
USD
4104442.64000000
0.020829110849
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.52000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
10500000.00000000
PA
USD
10157228.55000000
0.051545619697
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
6.31500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
1808568.80900000
PA
USD
1721556.94000000
0.008736509066
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.42500000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
7400000.00000000
PA
USD
6632629.69000000
0.033659083864
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWEE8
185033.26400000
PA
USD
158820.99000000
0.000805980323
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.18000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
3500000.00000000
PA
USD
3167326.40000000
0.016073459533
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
7.43400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
250000.00000000
PA
USD
251563.01000000
0.001276624935
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Inc.
N/A
150000.00000000
PA
152670.34000000
0.000774767176
Long
DBT
CORP
GB
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
250000.00000000
PA
USD
193385.50000000
0.000981387333
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
2428756.06350000
PA
USD
1978561.84000000
0.010040750353
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.09000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
4327518.82670000
PA
USD
3671461.78000000
0.018631831676
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
11900000.00000000
PA
USD
9513463.81000000
0.048278660379
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000AAX5
22277610.29830000
PA
USD
455075.88000000
0.002309406363
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.92500000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AF7
978000.00000000
PA
USD
988401.72000000
0.005015913437
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.45000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
6200000.00000000
PA
USD
6024541.86000000
0.030573176732
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89614YAD8
7000000.00000000
PA
USD
6271636.70000000
0.031827126723
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.59400000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
12010000.00000000
PA
USD
9818175.00000000
0.049825000213
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30291JAQ6
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
0.12500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
1050000.00000000
PA
USD
867856.50000000
0.004404173922
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
15497697.51790000
PA
USD
13362708.36000000
0.067812699090
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630BBB3
34308919.71500000
PA
USD
111881.39000000
0.000567772552
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.71900000
N
N
N
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
9.06000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
32364000.00000000
PA
USD
25296430.27000000
0.128373617664
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
22574547.06340000
PA
USD
22196348.90000000
0.112641411330
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.82400000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA, LLC
N/A
31000000.00000000
PA
USD
22680321.99000000
0.115097464447
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275TAD0
5931372.90830000
PA
USD
1637168.06000000
0.008308254735
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.00500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
10900000.00000000
PA
USD
10975938.67000000
0.055700386943
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
276775.00000000
NS
USD
1541636.75000000
0.007823455112
Long
EP
CORP
US
N
2
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
5324300.00000000
PA
USD
4776425.27000000
0.024239269528
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTN54
315000.00000000
PA
USD
279144.34000000
0.001416593898
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.22000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
62594262.41240000
PA
USD
56398682.32000000
0.286210457509
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
25874490.20000000
PA
USD
24063275.89000000
0.122115640265
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81378PAA6
10333087.65300000
PA
USD
8631495.74000000
0.043802873455
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.02500000
N
N
N
N
N
N
NTHRN AZ UNIV
N/A
Northern Arizona University Revenue Bonds
6647546W3
2350000.00000000
PA
USD
1885893.10000000
0.009570477620
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.08700000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
146695.32760000
PA
USD
144833.64000000
0.000734997710
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
10637383.65850000
PA
USD
10507618.22000000
0.053323767406
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
5.16800000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises, Inc.
462613AP5
212000.00000000
PA
USD
195178.34000000
0.000990485587
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
12766305.78000000
PA
13075594.72000000
0.066355662811
Long
LON
CORP
DE
N
2
2026-08-21
Variable
6.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
10475000.00000000
PA
USD
7277715.75000000
0.036932748581
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
4750000.00000000
NS
USD
3597396.21000000
0.018255965791
Long
EP
CORP
US
N
2
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAE2
1000000.00000000
PA
USD
935953.50000000
0.004749750675
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
6.52800000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
16600000.00000000
PA
USD
15507744.90000000
0.078698270601
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.70900000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AJ0
11237000.00000000
PA
USD
10057115.00000000
0.051037566251
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1D70
2409462.08960000
PA
USD
1708681.58000000
0.008671169549
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.17000000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
6500000.00000000
PA
USD
4361084.00000000
0.022131507253
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
6586250.02400000
PA
USD
5102686.01000000
0.025894968417
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
3550000.00000000
PA
USD
3084612.82000000
0.015653706968
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAF7
23386931.80750000
PA
USD
8806164.42000000
0.044689277193
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.32500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
19705000.00000000
PA
USD
18274632.97000000
0.092739596884
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LAQ99
69028.93580000
PA
USD
49823.36000000
0.000252842195
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.28000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAB5
40038000.00000000
PA
USD
31104194.14000000
0.157846695509
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
3800000.00000000
PA
USD
3509299.24000000
0.017808893748
Long
ABS-O
CORP
KY
Y
2
2036-07-16
Floating
7.25900000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAE1
7000000.00000000
PA
USD
6862652.30000000
0.034826396180
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.04200000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7L2
1612000.00000000
PA
USD
328170.96000000
0.001665392820
Long
DBT
USGA
US
N
2
2057-03-15
None
0.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
4700000.00000000
PA
USD
4669431.20000000
0.023696299010
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAE4
4875000.00000000
PA
USD
4698998.85000000
0.023846348094
Long
ABS-O
CORP
KY
Y
2
2038-12-15
Floating
6.73400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
69334913.25000000
PA
USD
2633672.81000000
0.013365289203
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.80500000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
13500000.00000000
PA
USD
13055457.15000000
0.066253469233
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.39200000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
19050000.00000000
PA
USD
14502233.12000000
0.073595527509
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAD9
13319698.78630000
PA
USD
6855527.76000000
0.034790240763
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.12500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
9550000.00000000
PA
USD
9760491.84000000
0.049532271325
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
2023-05-01
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO